+356.1%
ALL vs IOVA
+6.6%
+349.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.3% | -2.3% |
| 7D | -1.7% | +5.1% | -6.8% | -1.9% |
| 30D | -4.7% | +37.2% | -41.9% | -5.7% |
| 3M | +18.4% | +117.5% | -99.1% | +14.9% |
| 6M | +20.5% | +69.6% | -49.1% | +17.5% |
| YTD | +23.5% | +218.7% | -195.1% | +17.7% |
| 1Y | +29.0% | +265.5% | -236.6% | +21.9% |
| 3Y | +153.7% | +46.2% | +107.5% | +136.9% |
| 5Y | +114.8% | -63.2% | +178.0% | +107.2% |
| 10Y | +356.1% | +6.1% | +350.0% | +328.0% |
| All | +356.1% | +6.6% | +349.5% | +328.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling