+534.0%
NVO vs IOVA
-91.7%
+625.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -3.1% |
| 7D | +0.1% | +5.1% | -5.0% | 0.0% |
| 30D | -3.2% | +37.2% | -40.4% | -3.8% |
| 3M | +11.5% | +117.5% | -106.0% | +9.9% |
| 6M | +22.9% | +69.6% | -46.7% | +21.4% |
| YTD | -6.8% | +218.7% | -225.5% | -8.9% |
| 1Y | -12.6% | +265.5% | -278.2% | -14.8% |
| 3Y | -49.6% | +46.2% | -95.8% | -50.8% |
| 5Y | +0.6% | -63.2% | +63.8% | -1.2% |
| 10Y | +148.3% | +6.1% | +142.2% | +141.2% |
| All | +534.0% | -91.7% | +625.7% | +508.5% |
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