+18.0%
ALL vs IOVA
+101.5%
-83.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.9% | -8.3% | -4.4% |
| 7D | -1.9% | -5.2% | +3.2% | -2.0% |
| 30D | +13.8% | -37.8% | +51.6% | +12.8% |
| 3M | -7.0% | +29.5% | -36.5% | -8.6% |
| 6M | +18.0% | +96.6% | -78.5% | +15.0% |
| All | +18.0% | +101.5% | -83.5% | +15.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling