-30.6%
AR vs IOVA
-11.2%
-19.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.6% |
| 3M | +3.4% | +29.5% | -26.1% | +0.2% |
| 6M | -2.1% | +96.6% | -98.6% | -8.5% |
| YTD | +4.7% | +194.5% | -189.8% | -5.9% |
| 1Y | +10.6% | +248.1% | -237.5% | -1.9% |
| 3Y | +24.6% | +86.1% | -61.5% | +8.8% |
| 5Y | +71.9% | -67.8% | +139.7% | +60.8% |
| 10Y | +46.4% | +38.6% | +7.7% | +20.6% |
| All | -30.6% | -11.2% | -19.5% | -44.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling