+289.3%
C vs IOVA
+7.7%
+281.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.4% |
| 7D | +3.6% | +9.7% | -6.1% | +2.8% |
| 30D | +0.1% | +102.5% | -102.5% | -6.6% |
| 3M | +2.4% | +100.7% | -98.3% | -4.8% |
| 6M | +24.9% | +106.3% | -81.4% | +14.8% |
| YTD | +19.8% | +222.0% | -202.2% | +4.9% |
| 1Y | +44.9% | +299.5% | -254.7% | +23.0% |
| 3Y | +263.0% | +42.9% | +220.1% | +209.5% |
| 5Y | +129.5% | -65.0% | +194.5% | +111.1% |
| All | +289.3% | +7.7% | +281.6% | +206.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling