+2,672.5%
NVDL vs IOVA
+28.1%
+2,644.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.9% |
| 7D | +7.3% | +5.1% | +2.2% | +6.9% |
| 30D | -0.7% | +37.2% | -37.9% | -3.4% |
| 3M | +9.5% | +117.5% | -108.0% | +1.1% |
| 6M | +41.6% | +69.6% | -28.0% | +32.7% |
| YTD | +23.3% | +218.7% | -195.4% | +7.9% |
| 1Y | +40.3% | +265.5% | -225.3% | +19.9% |
| 3Y | +692.2% | +46.2% | +646.0% | +587.4% |
| All | +2,672.5% | +28.1% | +2,644.4% | +2,192.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling