+113.6%
C vs IOVA
-63.3%
+176.9%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.1% |
| 7D | +4.2% | -3.5% | +7.6% | +4.4% |
| 30D | +2.0% | -45.4% | +47.4% | +4.7% |
| 3M | -10.1% | +19.0% | -29.1% | -12.3% |
| 6M | +1.0% | +112.0% | -111.0% | -6.1% |
| YTD | +8.5% | +184.2% | -175.8% | -2.3% |
| 1Y | +25.7% | +222.0% | -196.3% | +12.0% |
| 3Y | +216.0% | +92.6% | +123.4% | +172.2% |
| All | +113.6% | -63.3% | +176.9% | +93.1% |
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