+314.6%
C vs IOVA
-92.3%
+406.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.9% | -3.4% | +0.4% |
| 7D | -2.4% | -5.2% | +2.8% | -2.3% |
| 30D | -6.0% | -37.8% | +31.8% | -5.2% |
| 3M | -10.5% | +29.5% | -40.0% | -11.5% |
| 6M | -5.7% | +96.6% | -102.3% | -8.0% |
| YTD | +4.1% | +194.5% | -190.4% | +0.4% |
| 1Y | +20.5% | +248.1% | -227.6% | +15.6% |
| 3Y | +208.1% | +86.1% | +122.0% | +194.3% |
| 5Y | +110.4% | -67.8% | +178.3% | +104.8% |
| 10Y | +234.6% | +38.6% | +196.0% | +217.7% |
| All | +314.6% | -92.3% | +406.9% | +286.6% |
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