+118.3%
ALL vs IOVA
+95.6%
+22.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.7% | +7.4% | +1.7% |
| 7D | 0.0% | -1.4% | +1.4% | 0.0% |
| 30D | +12.8% | -47.4% | +60.2% | +12.9% |
| 3M | +4.7% | +13.2% | -8.5% | +4.1% |
| 6M | +24.9% | +114.3% | -89.4% | +23.3% |
| YTD | +30.0% | +179.5% | -149.5% | +27.9% |
| 1Y | +29.9% | +200.4% | -170.5% | +27.8% |
| All | +118.3% | +95.6% | +22.7% | +115.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling