+167.3%
B vs IOVA
+95.6%
+71.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.7% | +2.6% | -2.7% |
| 7D | -6.2% | -1.4% | -4.8% | -6.1% |
| 30D | -6.6% | -47.4% | +40.8% | -3.2% |
| 3M | -7.9% | +13.2% | -21.1% | -9.6% |
| 6M | -16.8% | +114.3% | -131.1% | -22.2% |
| YTD | -11.7% | +179.5% | -191.2% | -19.4% |
| 1Y | +3.5% | +200.4% | -196.9% | -6.1% |
| All | +167.3% | +95.6% | +71.7% | +141.4% |
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