-49.1%
COMP vs IOVA
-75.1%
+26.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | +2.2% | -7.0% | +9.2% | +3.7% |
| 30D | +16.3% | -44.4% | +60.8% | +27.1% |
| 3M | -19.1% | +24.7% | -43.8% | -26.4% |
| 6M | +17.1% | +118.6% | -101.5% | -8.5% |
| YTD | -2.9% | +196.3% | -199.3% | -31.4% |
| 1Y | +8.8% | +205.3% | -196.5% | -24.3% |
| 3Y | +423.5% | +103.8% | +319.7% | +221.7% |
| 5Y | -10.5% | -65.6% | +55.1% | -31.7% |
| All | -49.1% | -75.1% | +26.0% | -58.6% |
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 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