+188.2%
B vs IOVA
+9.5%
+178.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.3% |
| 7D | -1.6% | +9.7% | -11.3% | -2.0% |
| 30D | +9.4% | +102.5% | -93.1% | +5.4% |
| 3M | +5.0% | +100.7% | -95.7% | +0.9% |
| 6M | -3.5% | +106.3% | -109.9% | -7.8% |
| YTD | +4.5% | +222.0% | -217.5% | -2.5% |
| 1Y | +67.8% | +299.5% | -231.8% | +54.5% |
| 3Y | +196.7% | +42.9% | +153.8% | +175.5% |
| 5Y | +151.9% | -65.0% | +216.9% | +139.8% |
| All | +188.2% | +9.5% | +178.7% | +217.0% |
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