+49.8%
NVTS vs IOVA
+103.0%
-53.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.9% |
| 7D | +9.6% | -8.5% | +18.1% | +12.0% |
| 30D | -13.0% | -44.7% | +31.7% | -3.2% |
| 3M | -28.8% | +26.2% | -55.0% | -34.5% |
| 6M | -48.5% | +123.2% | -171.7% | -59.1% |
| YTD | +31.4% | +196.0% | -164.6% | -6.2% |
| 1Y | -2.3% | +240.9% | -243.2% | -33.0% |
| 3Y | +49.8% | +103.5% | -53.7% | -2.2% |
| All | +49.8% | +103.0% | -53.2% | -2.2% |
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 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