+1,020.1%
ALL vs IOVA
-92.3%
+1,112.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.9% | -8.3% | -4.5% |
| 7D | -1.9% | -5.2% | +3.2% | -1.9% |
| 30D | +13.8% | -37.8% | +51.6% | +14.1% |
| 3M | -7.0% | +29.5% | -36.5% | -7.4% |
| 6M | +18.0% | +96.6% | -78.5% | +16.9% |
| YTD | +24.2% | +194.5% | -170.3% | +22.4% |
| 1Y | +31.2% | +248.1% | -216.9% | +29.0% |
| 3Y | +107.5% | +86.1% | +21.4% | +103.4% |
| 5Y | +144.8% | -67.8% | +212.6% | +141.9% |
| 10Y | +375.8% | +38.6% | +337.1% | +364.9% |
| All | +1,020.1% | -92.3% | +1,112.4% | +965.2% |
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