+200.4%
B vs IOVA
+44.8%
+155.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.3% |
| 7D | -1.6% | +9.7% | -11.3% | -2.2% |
| 30D | +9.4% | +102.5% | -93.1% | +4.2% |
| 3M | +5.0% | +100.7% | -95.7% | -0.3% |
| 6M | -3.5% | +106.3% | -109.9% | -9.1% |
| YTD | +4.5% | +222.0% | -217.5% | -4.5% |
| 1Y | +67.8% | +299.5% | -231.8% | +50.9% |
| All | +200.4% | +44.8% | +155.6% | +173.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling