+53.2%
ADP vs IOVA
-64.9%
+118.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.1% |
| 7D | -3.4% | +9.7% | -13.2% | -3.7% |
| 30D | +2.8% | +102.5% | -99.7% | +0.3% |
| 3M | +20.9% | +100.7% | -79.8% | +17.8% |
| 6M | +29.9% | +106.3% | -76.5% | +26.0% |
| YTD | +9.6% | +222.0% | -212.3% | +4.4% |
| 1Y | -5.3% | +299.5% | -304.8% | -10.8% |
| 3Y | +16.5% | +42.9% | -26.5% | +9.0% |
| All | +53.2% | -64.9% | +118.1% | +46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling