+94.1%
NVS vs IOVA
-66.4%
+160.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.1% |
| 7D | -15.7% | -6.4% | -9.3% | -15.5% |
| 30D | -11.1% | +25.4% | -36.5% | -12.0% |
| 3M | -7.2% | +115.3% | -122.5% | -10.7% |
| 6M | -12.3% | +56.5% | -68.9% | -14.9% |
| YTD | +2.8% | +198.2% | -195.4% | -3.2% |
| 1Y | +11.9% | +242.0% | -230.1% | +4.5% |
| 3Y | +55.1% | +36.8% | +18.3% | +44.2% |
| 5Y | +94.1% | -64.3% | +158.3% | +82.1% |
| All | +94.1% | -66.4% | +160.5% | +82.1% |
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