+248.9%
A vs IOVA
+4.5%
+244.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -1.2% |
| 7D | -4.4% | -2.2% | -2.2% | -4.2% |
| 30D | -2.7% | +31.7% | -34.4% | -5.1% |
| 3M | +7.0% | +117.3% | -110.2% | -1.2% |
| 6M | +24.6% | +55.8% | -31.2% | +17.4% |
| YTD | +7.0% | +208.8% | -201.8% | -6.2% |
| 1Y | +15.6% | +255.7% | -240.1% | -0.9% |
| 3Y | +29.9% | +41.7% | -11.8% | +11.0% |
| 5Y | -15.4% | -64.9% | +49.5% | -22.6% |
| 10Y | +248.9% | +6.3% | +242.6% | +176.7% |
| All | +248.9% | +4.5% | +244.4% | +176.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling