+41.8%
AR vs IOVA
+6.6%
+35.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.8% |
| 7D | -1.8% | +5.1% | -6.9% | -2.2% |
| 30D | +12.6% | +37.2% | -24.6% | +10.0% |
| 3M | +10.0% | +117.5% | -107.5% | +3.2% |
| 6M | +0.6% | +69.6% | -68.9% | -4.6% |
| YTD | +13.4% | +218.7% | -205.3% | +1.8% |
| 1Y | +21.7% | +265.5% | -243.8% | +7.5% |
| 3Y | +45.8% | +46.2% | -0.4% | +29.1% |
| 5Y | +144.3% | -63.2% | +207.5% | +129.6% |
| 10Y | +41.8% | +6.1% | +35.7% | +29.2% |
| All | +41.8% | +6.6% | +35.2% | +29.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling