+66.2%
A vs IOVA
+85.3%
-19.1%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.9% | -2.1% | +1.5% |
| 7D | -0.1% | -5.2% | +5.1% | +0.3% |
| 30D | +3.4% | -37.8% | +41.1% | +5.9% |
| 3M | +23.8% | +29.5% | -5.6% | +20.0% |
| 6M | +49.0% | +96.6% | -47.6% | +38.3% |
| YTD | +29.4% | +194.5% | -165.1% | +14.4% |
| 1Y | +19.4% | +248.1% | -228.7% | +3.6% |
| 3Y | +66.2% | +86.1% | -19.9% | +45.9% |
| All | +66.2% | +85.3% | -19.1% | +45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling