+220.1%
C vs IOVA
+28.7%
+191.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.8% | +2.3% |
| 7D | -0.9% | +1.9% | -2.8% | -1.1% |
| 30D | -5.4% | -44.1% | +38.7% | -2.0% |
| 3M | -9.2% | +28.9% | -38.0% | -12.7% |
| 6M | -1.8% | +125.7% | -127.5% | -11.3% |
| YTD | +6.7% | +199.3% | -192.6% | -7.4% |
| 1Y | +23.5% | +255.2% | -231.7% | +5.2% |
| 3Y | +219.8% | +106.8% | +112.9% | +160.6% |
| 5Y | +112.4% | -67.1% | +179.5% | +93.8% |
| 10Y | +220.1% | +16.7% | +203.4% | +147.9% |
| All | +220.1% | +28.7% | +191.4% | +147.9% |
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