+10.3%
B vs IOVA
-92.3%
+102.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.1% | -5.0% | -6.1% |
| 7D | +7.1% | -8.5% | +15.6% | +7.3% |
| 30D | -3.3% | -44.7% | +41.4% | -2.4% |
| 3M | -2.5% | +26.2% | -28.8% | -3.3% |
| 6M | -7.2% | +123.2% | -130.4% | -9.1% |
| YTD | -7.4% | +196.0% | -203.3% | -9.9% |
| 1Y | +16.4% | +240.9% | -224.5% | +12.9% |
| 3Y | +178.7% | +103.5% | +75.2% | +169.0% |
| 5Y | +121.7% | -65.5% | +187.2% | +117.0% |
| 10Y | +208.6% | +7.0% | +201.6% | +195.5% |
| All | +10.3% | -92.3% | +102.7% | -1.3% |
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