+23.3%
NVDA vs IOVA
+244.9%
-221.6%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.4% | +1.1% | -2.3% |
| 7D | -4.4% | -6.4% | +2.0% | -4.3% |
| 30D | +0.4% | +25.4% | -25.0% | +0.1% |
| 3M | +9.0% | +115.3% | -106.4% | +7.6% |
| 6M | +18.3% | +56.5% | -38.2% | +16.8% |
| YTD | +17.2% | +198.2% | -180.9% | +15.0% |
| 1Y | +23.3% | +242.0% | -218.7% | +25.4% |
| All | +23.3% | +244.9% | -221.6% | +25.4% |
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