+89.2%
NVS vs IOVA
+99.0%
-9.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | +0.1% |
| 7D | -1.3% | -3.5% | +2.2% | -1.1% |
| 30D | +9.3% | -45.4% | +54.7% | +11.3% |
| 3M | +5.8% | +19.0% | -13.2% | +3.5% |
| 6M | +7.2% | +112.0% | -104.8% | +1.3% |
| YTD | +20.0% | +184.2% | -164.3% | +11.1% |
| 1Y | +25.4% | +222.0% | -196.6% | +15.3% |
| 3Y | +89.2% | +92.6% | -3.3% | +68.3% |
| All | +89.2% | +99.0% | -9.8% | +68.3% |
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 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