+98.2%
DD vs IOVA
+0.8%
+97.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.7% |
| 7D | +5.0% | -3.5% | +8.4% | +5.2% |
| 30D | +19.7% | -45.4% | +65.1% | +24.1% |
| 3M | +7.2% | +19.0% | -11.8% | +3.9% |
| 6M | +1.0% | +112.0% | -111.0% | -7.7% |
| YTD | +29.1% | +184.2% | -155.2% | +13.5% |
| 1Y | +28.5% | +222.0% | -193.5% | +11.5% |
| 3Y | +89.4% | +92.6% | -3.1% | +58.4% |
| 5Y | +67.1% | -63.2% | +130.3% | +51.5% |
| All | +98.2% | +0.8% | +97.5% | +60.0% |
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