-25.3%
NVTS vs IOVA
-70.6%
+45.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -5.7% | +0.6% | -3.7% |
| 7D | +21.6% | -1.4% | +23.0% | +22.2% |
| 30D | -8.5% | -47.4% | +38.9% | +4.9% |
| 3M | -31.4% | +13.2% | -44.6% | -36.2% |
| 6M | -50.3% | +114.3% | -164.7% | -61.9% |
| YTD | +33.9% | +179.5% | -145.6% | -8.4% |
| 1Y | +10.6% | +200.4% | -189.7% | -26.2% |
| 3Y | +52.7% | +92.2% | -39.5% | -9.3% |
| 5Y | -48.5% | -63.8% | +15.3% | -61.7% |
| All | -25.3% | -70.6% | +45.3% | -48.2% |
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 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