+47.8%
ADP vs IOVA
+85.3%
-37.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.9% | -5.1% | -1.3% |
| 7D | +3.2% | -5.2% | +8.4% | +3.3% |
| 30D | +14.9% | -37.8% | +52.7% | +15.4% |
| 3M | +11.6% | +29.5% | -17.8% | +10.6% |
| 6M | +48.5% | +96.6% | -48.1% | +45.5% |
| YTD | +20.6% | +194.5% | -173.9% | +16.9% |
| 1Y | +23.7% | +248.1% | -224.4% | +19.4% |
| 3Y | +47.8% | +86.1% | -38.3% | +41.1% |
| All | +47.8% | +85.3% | -37.5% | +41.1% |
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