+313.7%
ADP vs IOVA
+28.7%
+285.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.5% |
| 7D | +1.1% | +1.9% | -0.8% | +0.9% |
| 30D | +11.5% | -44.1% | +55.6% | +14.0% |
| 3M | +12.0% | +28.9% | -16.8% | +9.2% |
| 6M | +43.8% | +125.7% | -81.9% | +34.9% |
| YTD | +20.1% | +199.3% | -179.2% | +9.7% |
| 1Y | +22.3% | +255.2% | -232.9% | +10.4% |
| 3Y | +43.3% | +106.8% | -63.6% | +24.3% |
| 5Y | +47.3% | -67.1% | +114.4% | +39.1% |
| 10Y | +313.7% | +16.7% | +297.0% | +252.6% |
| All | +313.7% | +28.7% | +285.0% | +252.6% |
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