-7.8%
NVTS vs IOVA
-66.1%
+58.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.0% | +5.3% | +6.1% |
| 7D | +2.7% | +9.7% | -7.0% | +0.4% |
| 30D | -4.5% | +102.5% | -107.0% | -21.8% |
| 3M | -61.5% | +100.7% | -162.2% | -68.7% |
| 6M | +28.0% | +106.3% | -78.4% | +0.5% |
| YTD | +65.3% | +222.0% | -156.7% | +13.3% |
| 1Y | +113.0% | +299.5% | -186.5% | +34.3% |
| 3Y | +34.7% | +42.9% | -8.2% | -10.0% |
| All | -7.8% | -66.1% | +58.3% | -35.9% |
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