+225.2%
ACWI vs IOVA
+0.8%
+224.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.4% |
| 7D | +2.4% | -3.5% | +5.9% | +2.7% |
| 30D | -1.7% | -45.4% | +43.7% | +1.4% |
| 3M | -3.9% | +19.0% | -22.9% | -6.3% |
| 6M | +0.8% | +112.0% | -111.2% | -6.4% |
| YTD | +11.0% | +184.2% | -173.2% | 0.0% |
| 1Y | +13.1% | +222.0% | -208.9% | +0.7% |
| 3Y | +73.9% | +92.6% | -18.7% | +49.0% |
| 5Y | +59.0% | -63.2% | +122.2% | +46.6% |
| All | +225.2% | +0.8% | +224.5% | +175.2% |
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