+47.1%
AR vs IOVA
+95.6%
-48.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.7% | +7.0% | +1.5% |
| 7D | +6.4% | -1.4% | +7.8% | +6.4% |
| 30D | +3.1% | -47.4% | +50.5% | +5.5% |
| 3M | +3.3% | +13.2% | -9.9% | +1.2% |
| 6M | +6.6% | +114.3% | -107.8% | -0.1% |
| YTD | +12.3% | +179.5% | -167.2% | +2.2% |
| 1Y | +12.3% | +200.4% | -188.1% | +1.4% |
| All | +47.1% | +95.6% | -48.6% | +26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling