+67.3%
DD vs IOVA
+3.8%
+63.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +3.0% | -0.2% |
| 7D | -2.9% | -6.4% | +3.5% | -2.4% |
| 30D | -11.5% | +25.4% | -36.9% | -13.2% |
| 3M | -5.4% | +115.3% | -120.7% | -12.1% |
| 6M | -6.9% | +56.5% | -63.4% | -11.9% |
| YTD | +6.9% | +198.2% | -191.3% | -4.9% |
| 1Y | +35.6% | +242.0% | -206.4% | +18.3% |
| 3Y | +42.5% | +36.8% | +5.7% | +24.0% |
| 5Y | +58.5% | -64.3% | +122.7% | +46.1% |
| All | +67.3% | +3.8% | +63.5% | +38.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling