+367.7%
ACWI vs IOVA
-92.6%
+460.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -11.0% | +7.2% | -3.6% |
| 7D | -4.0% | -19.0% | +15.0% | -3.7% |
| 30D | -5.8% | -40.3% | +34.5% | -5.1% |
| 3M | -5.0% | +78.3% | -83.4% | -6.4% |
| 6M | +0.7% | +94.5% | -93.8% | -1.1% |
| YTD | +8.4% | +183.5% | -175.1% | +5.5% |
| 1Y | +10.1% | +327.6% | -317.5% | +6.3% |
| 3Y | +70.8% | +83.8% | -13.1% | +64.9% |
| 5Y | +55.4% | -69.0% | +124.4% | +52.2% |
| 10Y | +223.3% | +33.4% | +189.9% | +211.1% |
| All | +367.7% | -92.6% | +460.3% | +336.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling