+334.9%
COMP vs IOVA
+78.3%
+256.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -11.0% | +2.9% | -6.5% |
| 7D | -1.8% | -19.0% | +17.2% | +1.2% |
| 30D | -0.8% | -40.3% | +39.5% | +5.2% |
| 3M | -28.1% | +78.3% | -106.5% | -38.5% |
| 6M | +27.0% | +94.5% | -67.5% | +5.4% |
| YTD | -12.8% | +183.5% | -196.3% | -34.5% |
| 1Y | +4.9% | +327.6% | -322.7% | -28.5% |
| All | +334.9% | +78.3% | +256.6% | +160.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling