+113.0%
NVTS vs IOVA
+299.5%
-186.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.0% | +5.3% | +6.1% |
| 7D | +2.7% | +9.7% | -7.0% | +1.2% |
| 30D | -4.5% | +102.5% | -107.0% | -15.8% |
| 3M | -61.5% | +100.7% | -162.2% | -66.0% |
| 6M | +28.0% | +106.3% | -78.4% | +9.6% |
| YTD | +65.3% | +222.0% | -156.7% | +26.8% |
| 1Y | +113.0% | +299.5% | -186.5% | +71.2% |
| All | +113.0% | +299.5% | -186.5% | +71.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling