-12.0%
A vs IOVA
-64.9%
+52.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.5% |
| 7D | -1.9% | +9.7% | -11.7% | -2.6% |
| 30D | +6.9% | +102.5% | -95.6% | +0.9% |
| 3M | +9.2% | +100.7% | -91.4% | +2.6% |
| 6M | +25.7% | +106.3% | -80.7% | +16.8% |
| YTD | +11.5% | +222.0% | -210.4% | -0.9% |
| 1Y | +18.4% | +299.5% | -281.2% | +2.3% |
| 3Y | +26.6% | +42.9% | -16.3% | +10.3% |
| All | -12.0% | -64.9% | +52.8% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling