+222.2%
ACWI vs IOVA
+28.7%
+193.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.5% |
| 7D | +0.3% | +1.9% | -1.5% | +0.2% |
| 30D | -2.8% | -44.1% | +41.3% | +0.1% |
| 3M | -3.2% | +28.9% | -32.0% | -6.0% |
| 6M | +1.3% | +125.7% | -124.4% | -6.3% |
| YTD | +11.2% | +199.3% | -188.0% | -0.2% |
| 1Y | +13.8% | +255.2% | -241.5% | +0.6% |
| 3Y | +76.2% | +106.8% | -30.6% | +50.3% |
| 5Y | +59.5% | -67.1% | +126.5% | +48.5% |
| 10Y | +222.2% | +16.7% | +205.5% | +171.3% |
| All | +222.2% | +28.7% | +193.5% | +171.3% |
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