-12.9%
NVTS vs IOVA
-68.6%
+55.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.4% | -0.4% | -3.0% |
| 7D | +0.5% | -6.4% | +6.9% | +2.1% |
| 30D | -18.0% | +25.4% | -43.4% | -22.9% |
| 3M | -45.6% | +115.3% | -161.0% | -56.7% |
| 6M | +28.5% | +56.5% | -28.1% | +9.0% |
| YTD | +56.2% | +198.2% | -142.0% | +9.1% |
| 1Y | +97.7% | +242.0% | -144.3% | +30.1% |
| 3Y | +35.0% | +36.8% | -1.8% | -9.1% |
| All | -12.9% | -68.6% | +55.7% | -38.3% |
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