+147.2%
AR vs IOVA
-64.9%
+212.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.8% |
| 7D | +2.5% | +9.7% | -7.2% | +2.0% |
| 30D | +14.8% | +102.5% | -87.7% | +10.3% |
| 3M | +6.2% | +100.7% | -94.5% | +1.7% |
| 6M | +4.3% | +106.3% | -102.1% | -0.9% |
| YTD | +14.4% | +222.0% | -207.6% | +5.4% |
| 1Y | +21.3% | +299.5% | -278.2% | +9.8% |
| 3Y | +39.8% | +42.9% | -3.1% | +29.6% |
| All | +147.2% | -64.9% | +212.1% | +167.1% |
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