+47.1%
ADP vs IOVA
+99.0%
-51.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.1% | +0.6% |
| 7D | +2.2% | -3.5% | +5.7% | +2.2% |
| 30D | +10.6% | -45.4% | +56.0% | +11.3% |
| 3M | +12.9% | +19.0% | -6.1% | +12.0% |
| 6M | +50.6% | +112.0% | -61.4% | +47.4% |
| YTD | +23.2% | +184.2% | -161.1% | +19.4% |
| 1Y | +25.3% | +222.0% | -196.7% | +21.0% |
| 3Y | +47.1% | +92.6% | -45.4% | +38.9% |
| All | +47.1% | +99.0% | -51.8% | +38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling