-26.7%
NVTS vs IOVA
-68.9%
+42.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.8% |
| 7D | +9.6% | -8.5% | +18.1% | +12.3% |
| 30D | -13.0% | -44.7% | +31.7% | -1.5% |
| 3M | -28.8% | +26.2% | -55.0% | -35.5% |
| 6M | -48.5% | +123.2% | -171.7% | -60.8% |
| YTD | +31.4% | +196.0% | -164.6% | -11.4% |
| 1Y | -2.3% | +240.9% | -243.2% | -37.1% |
| 3Y | +49.8% | +103.5% | -53.7% | -12.3% |
| 5Y | -43.2% | -65.5% | +22.3% | -59.8% |
| All | -26.7% | -68.9% | +42.1% | -49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling