-54.2%
COMP vs IOVA
-76.2%
+21.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -11.0% | +2.9% | -6.1% |
| 7D | -1.8% | -19.0% | +17.2% | +1.9% |
| 30D | -0.8% | -40.3% | +39.5% | +6.7% |
| 3M | -28.1% | +78.3% | -106.5% | -40.4% |
| 6M | +27.0% | +94.5% | -67.5% | +1.6% |
| YTD | -12.8% | +183.5% | -196.3% | -37.9% |
| 1Y | +4.9% | +327.6% | -322.7% | -33.2% |
| 3Y | +321.0% | +83.8% | +237.2% | +164.6% |
| 5Y | -25.6% | -69.0% | +43.5% | -42.5% |
| All | -54.2% | -76.2% | +21.9% | -62.5% |
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