+314.7%
A vs IOVA
+0.8%
+313.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.4% |
| 7D | -0.5% | -3.5% | +3.0% | -0.2% |
| 30D | 0.0% | -45.4% | +45.4% | +4.2% |
| 3M | +16.7% | +19.0% | -2.3% | +13.2% |
| 6M | +54.8% | +112.0% | -57.2% | +40.8% |
| YTD | +28.8% | +184.2% | -155.4% | +12.2% |
| 1Y | +19.3% | +222.0% | -202.7% | +2.4% |
| 3Y | +65.5% | +92.6% | -27.0% | +36.6% |
| 5Y | +12.1% | -63.2% | +75.2% | +0.9% |
| All | +314.7% | +0.8% | +313.9% | +227.7% |
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