+227.1%
ACWI vs IOVA
+7.2%
+220.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.0% | +1.2% |
| 7D | -0.7% | -7.0% | +6.3% | -0.2% |
| 30D | -2.0% | -44.4% | +42.4% | +1.0% |
| 3M | -2.2% | +24.7% | -26.8% | -4.8% |
| 6M | +1.9% | +118.6% | -116.8% | -5.6% |
| YTD | +12.0% | +196.3% | -184.3% | +0.6% |
| 1Y | +12.5% | +205.3% | -192.8% | +0.6% |
| 3Y | +75.4% | +103.8% | -28.4% | +49.8% |
| 5Y | +61.5% | -65.6% | +127.1% | +49.8% |
| 10Y | +227.1% | +6.4% | +220.7% | +176.2% |
| All | +227.1% | +7.2% | +220.0% | +176.2% |
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