+214.8%
B vs IOVA
+0.8%
+214.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.7% |
| 7D | -7.3% | -3.5% | -3.8% | -7.1% |
| 30D | -3.3% | -45.4% | +42.0% | -0.8% |
| 3M | -7.8% | +19.0% | -26.8% | -9.3% |
| 6M | -15.5% | +112.0% | -127.6% | -19.8% |
| YTD | -12.3% | +184.2% | -196.5% | -18.4% |
| 1Y | +5.4% | +222.0% | -216.6% | -2.6% |
| 3Y | +165.5% | +92.6% | +73.0% | +142.3% |
| 5Y | +107.0% | -63.2% | +170.2% | +95.5% |
| All | +214.8% | +0.8% | +214.1% | +217.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling