-49.3%
COMP vs IOVA
-75.3%
+25.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.9% | +6.9% | +10.0% |
| 7D | +13.4% | -5.2% | +18.6% | +14.4% |
| 30D | +11.1% | -37.8% | +48.9% | +18.6% |
| 3M | -18.8% | +29.5% | -48.3% | -26.7% |
| 6M | +10.5% | +96.6% | -86.1% | -11.8% |
| YTD | -3.4% | +194.5% | -197.9% | -31.7% |
| 1Y | +19.7% | +248.1% | -228.4% | -19.1% |
| 3Y | +381.6% | +86.1% | +295.5% | +202.8% |
| 5Y | -17.6% | -67.8% | +50.2% | -36.7% |
| All | -49.3% | -75.3% | +25.9% | -58.7% |
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