+1,067.8%
ADP vs IOVA
-92.2%
+1,160.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.4% |
| 7D | +1.1% | +1.9% | -0.8% | +1.0% |
| 30D | +11.5% | -44.1% | +55.6% | +12.3% |
| 3M | +12.0% | +28.9% | -16.8% | +11.2% |
| 6M | +43.8% | +125.7% | -81.9% | +41.2% |
| YTD | +20.1% | +199.3% | -179.2% | +17.1% |
| 1Y | +22.3% | +255.2% | -232.9% | +18.9% |
| 3Y | +43.3% | +106.8% | -63.6% | +38.5% |
| 5Y | +47.3% | -67.1% | +114.4% | +44.5% |
| 10Y | +313.7% | +16.7% | +297.0% | +298.6% |
| All | +1,067.8% | -92.2% | +1,160.1% | +987.3% |
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