+99.7%
DD vs IOVA
+12.2%
+87.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.2% |
| 7D | +2.2% | -8.5% | +10.7% | +2.9% |
| 30D | +20.7% | -44.7% | +65.4% | +25.0% |
| 3M | +11.3% | +26.2% | -14.9% | +7.4% |
| 6M | +6.0% | +123.2% | -117.2% | -3.6% |
| YTD | +31.7% | +196.0% | -164.3% | +15.5% |
| 1Y | +32.2% | +240.9% | -208.7% | +14.2% |
| 3Y | +92.7% | +103.5% | -10.8% | +60.5% |
| 5Y | +72.1% | -65.5% | +137.6% | +57.0% |
| 10Y | +99.7% | +7.0% | +92.6% | +60.5% |
| All | +99.7% | +12.2% | +87.4% | +60.5% |
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