+270.5%
ADP vs IOVA
+6.6%
+263.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -3.4% |
| 7D | -5.5% | +5.1% | -10.6% | -5.7% |
| 30D | -1.2% | +37.2% | -38.5% | -3.0% |
| 3M | +17.9% | +117.5% | -99.6% | +12.2% |
| 6M | +20.3% | +69.6% | -49.3% | +15.5% |
| YTD | +5.8% | +218.7% | -212.9% | -2.5% |
| 1Y | -7.7% | +265.5% | -273.3% | -16.2% |
| 3Y | +14.7% | +46.2% | -31.5% | +2.9% |
| 5Y | +45.8% | -63.2% | +109.0% | +37.8% |
| 10Y | +270.5% | +6.1% | +264.4% | +230.0% |
| All | +270.5% | +6.6% | +263.9% | +230.0% |
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