-0.9%
NVO vs IOVA
-66.4%
+65.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -1.0% |
| 7D | -7.4% | -6.4% | -0.9% | -7.0% |
| 30D | -5.5% | +25.4% | -30.9% | -7.1% |
| 3M | +4.1% | +115.3% | -111.2% | -2.0% |
| 6M | +19.3% | +56.5% | -37.2% | +14.0% |
| YTD | -9.2% | +198.2% | -207.4% | -17.0% |
| 1Y | -15.0% | +242.0% | -257.0% | -23.3% |
| 3Y | -50.9% | +36.8% | -87.7% | -55.5% |
| 5Y | -0.9% | -64.3% | +63.4% | -10.3% |
| All | -0.9% | -66.4% | +65.6% | -10.3% |
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 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