+750.3%
NVT vs IOVA
-41.3%
+791.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.7% | -1.0% | +4.2% |
| 7D | +4.1% | -2.2% | +6.2% | +4.3% |
| 30D | -5.1% | +27.6% | -32.7% | -7.4% |
| 3M | -1.2% | +117.2% | -118.3% | -9.0% |
| 6M | +46.6% | +77.7% | -31.1% | +36.4% |
| YTD | +60.0% | +215.0% | -155.0% | +39.9% |
| 1Y | +70.8% | +255.4% | -184.6% | +46.2% |
| 3Y | +187.5% | +42.6% | +144.9% | +145.5% |
| 5Y | +426.1% | -62.2% | +488.4% | +379.9% |
| All | +750.3% | -41.3% | +791.5% | +584.9% |
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 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