+77.9%
DD vs IOVA
+85.3%
-7.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.9% | -2.8% | +0.9% |
| 7D | +4.6% | -5.2% | +9.8% | +4.9% |
| 30D | +11.8% | -37.8% | +49.5% | +14.0% |
| 3M | +2.2% | +29.5% | -27.3% | -1.1% |
| 6M | -1.6% | +96.6% | -98.2% | -8.5% |
| YTD | +23.0% | +194.5% | -171.5% | +9.6% |
| 1Y | +26.9% | +248.1% | -221.1% | +11.2% |
| 3Y | +77.9% | +86.1% | -8.2% | +49.9% |
| All | +77.9% | +85.3% | -7.4% | +49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling