+54.5%
AR vs IOVA
+12.2%
+42.3%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.3% |
| 7D | -5.8% | -8.5% | +2.7% | -5.3% |
| 30D | +4.8% | -44.7% | +49.6% | +8.0% |
| 3M | +1.5% | +26.2% | -24.7% | -1.7% |
| 6M | +4.7% | +123.2% | -118.5% | -3.5% |
| YTD | +9.2% | +196.0% | -186.8% | -2.8% |
| 1Y | +11.2% | +240.9% | -229.8% | -2.3% |
| 3Y | +46.2% | +103.5% | -57.3% | +25.2% |
| 5Y | +98.1% | -65.5% | +163.5% | +84.4% |
| 10Y | +54.5% | +7.0% | +47.5% | +34.9% |
| All | +54.5% | +12.2% | +42.3% | +34.9% |
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