+61.7%
DD vs IOVA
-64.9%
+126.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.7% | +0.3% |
| 7D | -3.5% | +9.7% | -13.3% | -4.1% |
| 30D | -10.3% | +102.5% | -112.8% | -15.1% |
| 3M | -7.5% | +100.7% | -108.2% | -12.8% |
| 6M | -8.0% | +106.3% | -114.3% | -14.0% |
| YTD | +10.5% | +222.0% | -211.5% | -0.8% |
| 1Y | +38.3% | +299.5% | -261.3% | +21.2% |
| 3Y | +42.5% | +42.9% | -0.4% | +26.0% |
| All | +61.7% | -64.9% | +126.5% | +52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling