+122.2%
ALL vs IOVA
-64.9%
+187.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.4% | -1.4% |
| 7D | 0.0% | +9.7% | -9.7% | -0.1% |
| 30D | -1.5% | +102.5% | -104.0% | -2.8% |
| 3M | +23.6% | +100.7% | -77.1% | +21.8% |
| 6M | +22.3% | +106.3% | -84.0% | +20.3% |
| YTD | +26.5% | +222.0% | -195.5% | +23.4% |
| 1Y | +27.0% | +299.5% | -272.5% | +23.1% |
| 3Y | +149.6% | +42.9% | +106.7% | +139.1% |
| All | +122.2% | -64.9% | +187.1% | +117.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling