+45.2%
AR vs IOVA
+26.6%
+18.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.9% | -4.7% | -1.1% |
| 7D | -14.3% | -5.2% | -9.1% | -14.0% |
| 30D | +1.4% | -37.8% | +39.2% | +3.7% |
| 3M | +3.4% | +29.5% | -26.1% | 0.0% |
| 6M | -2.1% | +96.6% | -98.6% | -9.0% |
| YTD | +4.7% | +194.5% | -189.8% | -6.7% |
| 1Y | +10.6% | +248.1% | -237.5% | -2.9% |
| 3Y | +24.6% | +86.1% | -61.5% | +7.4% |
| 5Y | +71.9% | -67.8% | +139.7% | +61.3% |
| All | +45.2% | +26.6% | +18.6% | +27.4% |
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 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