+391.4%
ACWI vs IOVA
-92.0%
+483.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.6% |
| 7D | 0.0% | -2.2% | +2.2% | 0.0% |
| 30D | -0.6% | +31.7% | -32.3% | -1.1% |
| 3M | +4.3% | +117.3% | -113.0% | +2.6% |
| 6M | +12.7% | +55.8% | -43.1% | +11.3% |
| YTD | +13.9% | +208.8% | -194.9% | +11.0% |
| 1Y | +20.5% | +255.7% | -235.2% | +17.0% |
| 3Y | +76.5% | +41.7% | +34.8% | +71.4% |
| 5Y | +67.5% | -64.9% | +132.4% | +64.3% |
| 10Y | +231.8% | +6.3% | +225.5% | +220.3% |
| All | +391.4% | -92.0% | +483.4% | +359.3% |
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 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