+1,041.0%
ALL vs IOVA
-91.6%
+1,132.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.2% |
| 3M | +23.6% | +100.7% | -77.1% | +22.7% |
| 6M | +22.3% | +106.3% | -84.0% | +21.3% |
| YTD | +26.5% | +222.0% | -195.5% | +24.8% |
| 1Y | +27.0% | +299.5% | -272.5% | +24.9% |
| 3Y | +149.6% | +42.9% | +106.7% | +145.5% |
| 5Y | +118.1% | -65.0% | +183.1% | +115.7% |
| 10Y | +369.0% | +10.3% | +358.7% | +359.3% |
| All | +1,041.0% | -91.6% | +1,132.6% | +986.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling