+913.8%
NVDA vs IOVA
-63.5%
+977.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.9% |
| 7D | +3.8% | +5.1% | -1.3% | +3.4% |
| 30D | +0.8% | +37.2% | -36.4% | -2.2% |
| 3M | +8.2% | +117.5% | -109.3% | -0.7% |
| 6M | +27.1% | +69.6% | -42.5% | +18.5% |
| YTD | +21.2% | +218.7% | -197.5% | +5.0% |
| 1Y | +34.3% | +265.5% | -231.3% | +13.4% |
| 3Y | +396.3% | +46.2% | +350.0% | +304.0% |
| 5Y | +913.8% | -63.2% | +977.0% | +842.0% |
| All | +913.8% | -63.5% | +977.3% | +842.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling