+1,084.5%
ADP vs IOVA
-92.3%
+1,176.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +0.9% | -7.0% | +7.9% | +1.0% |
| 30D | +11.9% | -44.4% | +56.3% | +12.7% |
| 3M | +13.7% | +24.7% | -10.9% | +13.0% |
| 6M | +46.8% | +118.6% | -71.9% | +44.2% |
| YTD | +21.8% | +196.3% | -174.6% | +18.8% |
| 1Y | +23.5% | +205.3% | -181.8% | +20.4% |
| 3Y | +44.1% | +103.8% | -59.7% | +39.3% |
| 5Y | +49.9% | -65.6% | +115.4% | +46.9% |
| 10Y | +318.8% | +6.4% | +312.3% | +303.8% |
| All | +1,084.5% | -92.3% | +1,176.8% | +1,002.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling