+199.4%
D vs IOVA
-92.3%
+291.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.9% | -5.4% | -1.5% |
| 7D | +3.0% | -5.2% | +8.2% | +3.0% |
| 30D | +11.5% | -37.8% | +49.3% | +11.8% |
| 3M | +3.7% | +29.5% | -25.7% | +3.3% |
| 6M | +13.5% | +96.6% | -83.0% | +12.6% |
| YTD | +20.7% | +194.5% | -173.8% | +19.2% |
| 1Y | +18.2% | +248.1% | -229.8% | +16.5% |
| 3Y | +73.3% | +86.1% | -12.8% | +70.4% |
| 5Y | +12.3% | -67.8% | +80.1% | +11.0% |
| 10Y | +43.4% | +38.6% | +4.8% | +41.0% |
| All | +199.4% | -92.3% | +291.7% | +190.1% |
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