-25.6%
COMP vs IOVA
-67.8%
+42.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -11.0% | +2.9% | -6.0% |
| 7D | -1.8% | -19.0% | +17.2% | +2.1% |
| 30D | -0.8% | -40.3% | +39.5% | +7.0% |
| 3M | -28.1% | +78.3% | -106.5% | -41.0% |
| 6M | +27.0% | +94.5% | -67.5% | +0.4% |
| YTD | -12.8% | +183.5% | -196.3% | -39.0% |
| 1Y | +4.9% | +327.6% | -322.7% | -34.8% |
| 3Y | +321.0% | +83.8% | +237.2% | +152.5% |
| 5Y | -25.6% | -69.0% | +43.5% | -36.9% |
| All | -25.6% | -67.8% | +42.2% | -36.9% |
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