+446.4%
NVS vs IOVA
-92.6%
+539.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | +0.1% |
| 7D | -1.3% | -3.5% | +2.2% | -1.2% |
| 30D | +9.3% | -45.4% | +54.7% | +9.9% |
| 3M | +5.8% | +19.0% | -13.2% | +5.3% |
| 6M | +7.2% | +112.0% | -104.8% | +5.8% |
| YTD | +20.0% | +184.2% | -164.3% | +17.9% |
| 1Y | +25.4% | +222.0% | -196.6% | +23.0% |
| 3Y | +89.2% | +92.6% | -3.3% | +85.0% |
| 5Y | +134.6% | -63.2% | +197.8% | +131.0% |
| 10Y | +251.4% | +2.1% | +249.3% | +243.9% |
| All | +446.4% | -92.6% | +539.0% | +432.9% |
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