+187.4%
D vs IOVA
-91.6%
+279.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.5% | -0.4% |
| 7D | +1.5% | +9.7% | -8.3% | +1.4% |
| 30D | -2.6% | +102.5% | -105.1% | -3.2% |
| 3M | 0.0% | +100.7% | -100.7% | -0.7% |
| 6M | +7.4% | +106.3% | -99.0% | +6.5% |
| YTD | +15.9% | +222.0% | -206.1% | +14.5% |
| 1Y | +18.1% | +299.5% | -281.4% | +16.4% |
| 3Y | +58.4% | +42.9% | +15.5% | +56.1% |
| 5Y | +5.2% | -65.0% | +70.2% | +4.1% |
| 10Y | +35.9% | +10.3% | +25.6% | +33.8% |
| All | +187.4% | -91.6% | +279.0% | +178.7% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling