+24.4%
B vs IOVA
-91.6%
+116.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.2% |
| 7D | -1.6% | +9.7% | -11.3% | -1.8% |
| 30D | +9.4% | +102.5% | -93.1% | +7.8% |
| 3M | +5.0% | +100.7% | -95.7% | +3.4% |
| 6M | -3.5% | +106.3% | -109.9% | -5.2% |
| YTD | +4.5% | +222.0% | -217.5% | +1.7% |
| 1Y | +67.8% | +299.5% | -231.8% | +62.5% |
| 3Y | +196.7% | +42.9% | +153.8% | +188.3% |
| 5Y | +151.9% | -65.0% | +216.9% | +147.1% |
| 10Y | +202.2% | +10.3% | +191.9% | +189.7% |
| All | +24.4% | -91.6% | +116.0% | +11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling