+308.7%
A vs IOVA
+12.2%
+296.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.2% |
| 7D | +1.4% | -8.5% | +9.9% | +2.1% |
| 30D | +4.3% | -44.7% | +49.0% | +8.6% |
| 3M | +19.8% | +26.2% | -6.5% | +15.6% |
| 6M | +54.4% | +123.2% | -68.8% | +39.7% |
| YTD | +31.7% | +196.0% | -164.3% | +14.3% |
| 1Y | +22.4% | +240.9% | -218.5% | +4.5% |
| 3Y | +67.7% | +103.5% | -35.8% | +37.7% |
| 5Y | +15.7% | -65.5% | +81.2% | +4.8% |
| 10Y | +308.7% | +7.0% | +301.7% | +221.6% |
| All | +308.7% | +12.2% | +296.5% | +221.6% |
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