+119.1%
ALL vs IOVA
+99.0%
+20.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.4% |
| 7D | +5.0% | -3.5% | +8.5% | +5.0% |
| 30D | +13.3% | -45.4% | +58.7% | +13.4% |
| 3M | +3.2% | +19.0% | -15.8% | +2.5% |
| 6M | +25.3% | +112.0% | -86.7% | +23.7% |
| YTD | +30.5% | +184.2% | -153.8% | +28.4% |
| 1Y | +29.2% | +222.0% | -192.8% | +27.0% |
| 3Y | +119.1% | +92.6% | +26.6% | +115.8% |
| All | +119.1% | +99.0% | +20.1% | +115.8% |
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