+45.3%
NVTS vs IOVA
+50.0%
-4.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.9% |
| 7D | +9.7% | +5.1% | +4.6% | +8.6% |
| 30D | -13.6% | +37.2% | -50.8% | -19.5% |
| 3M | -51.0% | +117.5% | -168.5% | -59.6% |
| 6M | +46.3% | +69.6% | -23.2% | +25.2% |
| YTD | +68.1% | +218.7% | -150.6% | +22.0% |
| 1Y | +113.9% | +265.5% | -151.6% | +47.9% |
| 3Y | +45.3% | +46.2% | -0.9% | -0.1% |
| All | +45.3% | +50.0% | -4.7% | -0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling