+136.0%
NVO vs IOVA
+9.7%
+126.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.7% | -7.8% | -2.5% |
| 7D | -7.6% | -2.2% | -5.4% | -7.5% |
| 30D | -6.0% | +27.6% | -33.6% | -7.6% |
| 3M | -0.8% | +117.2% | -117.9% | -6.4% |
| 6M | +16.5% | +77.7% | -61.2% | +10.7% |
| YTD | -11.1% | +215.0% | -226.1% | -18.8% |
| 1Y | -16.7% | +255.4% | -272.1% | -24.9% |
| 3Y | -52.9% | +42.6% | -95.5% | -57.6% |
| 5Y | -3.0% | -62.2% | +59.3% | -9.6% |
| All | +136.0% | +9.7% | +126.3% | +113.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling