-24.2%
AR vs IOVA
-2.9%
-21.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.8% |
| 7D | +2.5% | +9.7% | -7.2% | +1.9% |
| 30D | +14.8% | +102.5% | -87.7% | +9.2% |
| 3M | +6.2% | +100.7% | -94.5% | +0.6% |
| 6M | +4.3% | +106.3% | -102.1% | -2.2% |
| YTD | +14.4% | +222.0% | -207.6% | +3.6% |
| 1Y | +21.3% | +299.5% | -278.2% | +7.6% |
| 3Y | +39.8% | +42.9% | -3.1% | +25.3% |
| 5Y | +142.1% | -65.0% | +207.1% | +128.0% |
| 10Y | +52.0% | +10.3% | +41.8% | +28.1% |
| All | -24.2% | -2.9% | -21.4% | -38.5% |
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