-9.8%
NVDA vs IOVA
+235.7%
-245.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.7% | +2.9% |
| 7D | -13.2% | -7.0% | -6.2% | -12.9% |
| 30D | -23.2% | -44.4% | +21.2% | -22.2% |
| 3M | -20.0% | +24.7% | -44.7% | -20.7% |
| 6M | -20.6% | +118.6% | -139.3% | -23.0% |
| YTD | -6.6% | +196.3% | -203.0% | -11.6% |
| 1Y | -9.8% | +205.3% | -215.1% | -13.9% |
| All | -9.8% | +235.7% | -245.5% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IOVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling