+187.4%
D vs IOVA
-91.6%
+279.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.5% | -1.4% |
| 7D | +0.4% | +9.7% | -9.3% | +0.4% |
| 30D | -3.6% | +102.5% | -106.1% | -4.2% |
| 3M | -1.0% | +100.7% | -101.7% | -1.7% |
| 6M | +6.3% | +106.3% | -100.1% | +5.5% |
| YTD | +14.7% | +222.0% | -207.3% | +13.3% |
| 1Y | +16.9% | +299.5% | -282.6% | +15.2% |
| 3Y | +56.8% | +42.9% | +13.9% | +54.6% |
| 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 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