+108.4%
B vs IOVA
-66.8%
+175.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.7% | +2.6% | -2.8% |
| 7D | -6.2% | -1.4% | -4.8% | -6.1% |
| 30D | -6.6% | -47.4% | +40.8% | -3.7% |
| 3M | -7.9% | +13.2% | -21.1% | -9.4% |
| 6M | -16.8% | +114.3% | -131.1% | -21.5% |
| YTD | -11.7% | +179.5% | -191.2% | -18.4% |
| 1Y | +3.5% | +200.4% | -196.9% | -4.9% |
| 3Y | +165.7% | +92.2% | +73.5% | +141.1% |
| 5Y | +108.4% | -63.8% | +172.2% | +95.7% |
| All | +108.4% | -66.8% | +175.2% | +95.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling