+174.9%
NVS vs IOVA
+9.7%
+165.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.7% | -5.9% | -0.5% |
| 7D | -14.3% | -2.2% | -12.1% | -14.2% |
| 30D | -10.0% | +27.6% | -37.5% | -11.3% |
| 3M | -10.9% | +117.2% | -128.1% | -15.3% |
| 6M | -12.0% | +77.7% | -89.7% | -15.8% |
| YTD | +2.5% | +215.0% | -212.5% | -5.4% |
| 1Y | +10.7% | +255.4% | -244.7% | +0.9% |
| 3Y | +53.3% | +42.6% | +10.7% | +38.8% |
| 5Y | +93.6% | -62.2% | +155.8% | +82.0% |
| All | +174.9% | +9.7% | +165.2% | +125.6% |
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