+129.4%
NVT vs IOVA
+99.0%
+30.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.8% |
| 7D | +8.0% | -3.5% | +11.5% | +8.3% |
| 30D | -24.8% | -45.4% | +20.6% | -22.0% |
| 3M | -32.4% | +19.0% | -51.4% | -33.9% |
| 6M | -33.5% | +112.0% | -145.5% | -38.4% |
| YTD | +13.2% | +184.2% | -171.1% | +1.2% |
| 1Y | +9.0% | +222.0% | -213.0% | -3.9% |
| 3Y | +129.4% | +92.6% | +36.8% | +98.2% |
| All | +129.4% | +99.0% | +30.4% | +98.2% |
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