+13.1%
NVTS vs IOVA
+207.9%
-194.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.7% | -8.1% | -6.7% |
| 7D | +3.9% | -3.5% | +7.4% | +4.6% |
| 30D | -4.3% | -45.4% | +41.1% | +4.0% |
| 3M | -34.5% | +19.0% | -53.5% | -37.7% |
| 6M | -57.7% | +112.0% | -169.7% | -64.0% |
| YTD | +25.4% | +184.2% | -158.9% | -8.7% |
| 1Y | +13.1% | +222.0% | -208.8% | -19.7% |
| All | +13.1% | +207.9% | -194.8% | -19.7% |
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