+53.7%
NVS vs IOVA
+41.0%
+12.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | 0.0% |
| 7D | -15.4% | -2.2% | -13.2% | -15.3% |
| 30D | -12.3% | +31.7% | -44.0% | -13.5% |
| 3M | -7.8% | +117.3% | -125.1% | -11.7% |
| 6M | -13.0% | +55.8% | -68.8% | -15.7% |
| YTD | +2.8% | +208.8% | -206.0% | -3.8% |
| 1Y | +10.6% | +255.7% | -245.1% | +2.5% |
| All | +53.7% | +41.0% | +12.7% | +39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling