+97.4%
AR vs IOVA
-63.3%
+160.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | 0.0% |
| 7D | +7.4% | -3.5% | +10.9% | +7.5% |
| 30D | +5.8% | -45.4% | +51.2% | +7.8% |
| 3M | +5.2% | +19.0% | -13.8% | +3.2% |
| 6M | +5.4% | +112.0% | -106.6% | 0.0% |
| YTD | +12.4% | +184.2% | -171.8% | +4.0% |
| 1Y | +12.8% | +222.0% | -209.2% | +3.5% |
| 3Y | +47.2% | +92.6% | -45.4% | +36.1% |
| All | +97.4% | -63.3% | +160.6% | +95.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling