-10.8%
NVTS vs IOVA
+362.8%
-373.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.5% | +10.5% | +9.2% |
| 7D | -0.3% | -41.3% | +40.9% | +5.2% |
| 30D | -24.4% | -38.5% | +14.1% | -20.6% |
| 3M | -26.5% | +99.5% | -126.0% | -34.2% |
| 6M | -41.4% | +126.0% | -167.4% | -48.3% |
| YTD | +30.7% | +218.7% | -188.0% | +5.9% |
| 1Y | -10.8% | +378.0% | -388.8% | -28.1% |
| All | -10.8% | +362.8% | -373.6% | -28.1% |
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 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