+48.7%
ADP vs IOVA
-63.3%
+112.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.1% | +0.6% |
| 7D | +2.2% | -3.5% | +5.7% | +2.3% |
| 30D | +10.6% | -45.4% | +56.0% | +12.0% |
| 3M | +12.9% | +19.0% | -6.1% | +11.4% |
| 6M | +50.6% | +112.0% | -61.4% | +45.2% |
| YTD | +23.2% | +184.2% | -161.1% | +16.8% |
| 1Y | +25.3% | +222.0% | -196.7% | +18.1% |
| 3Y | +47.1% | +92.6% | -45.4% | +34.3% |
| All | +48.7% | -63.3% | +112.0% | +43.4% |
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