+62.1%
D vs IOVA
+44.8%
+17.3%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.5% | -0.5% |
| 7D | +1.5% | +9.7% | -8.3% | +1.2% |
| 30D | -2.6% | +102.5% | -105.1% | -4.5% |
| 3M | 0.0% | +100.7% | -100.7% | -2.1% |
| 6M | +7.4% | +106.3% | -99.0% | +4.6% |
| YTD | +15.9% | +222.0% | -206.1% | +11.0% |
| 1Y | +18.1% | +299.5% | -281.4% | +11.7% |
| All | +62.1% | +44.8% | +17.3% | +39.3% |
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