-44.8%
COMP vs IOVA
-73.0%
+28.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | +1.4% | +9.7% | -8.4% | -0.5% |
| 30D | -13.3% | +102.5% | -115.9% | -26.9% |
| 3M | +41.1% | +100.7% | -59.6% | +17.6% |
| 6M | +17.2% | +106.3% | -89.2% | -4.6% |
| YTD | +5.2% | +222.0% | -216.8% | -23.8% |
| 1Y | +18.9% | +299.5% | -280.6% | -20.1% |
| 3Y | +215.9% | +42.9% | +173.0% | +119.3% |
| 5Y | -31.2% | -65.0% | +33.8% | -46.0% |
| All | -44.8% | -73.0% | +28.1% | -53.9% |
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 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