+166.1%
B vs IOVA
+85.3%
+80.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.9% | -3.3% | +0.3% |
| 7D | +9.6% | -5.2% | +14.8% | +9.8% |
| 30D | +3.5% | -37.8% | +41.3% | +6.1% |
| 3M | -1.6% | +29.5% | -31.0% | -4.3% |
| 6M | -1.7% | +96.6% | -98.2% | -7.7% |
| YTD | -5.3% | +194.5% | -199.8% | -14.0% |
| 1Y | +27.2% | +248.1% | -220.8% | +14.3% |
| 3Y | +166.1% | +86.1% | +80.0% | +136.4% |
| All | +166.1% | +85.3% | +80.9% | +136.4% |
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