+319.4%
DD vs IOVA
-92.3%
+411.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.9% | -2.8% | +1.0% |
| 7D | +4.6% | -5.2% | +9.8% | +4.7% |
| 30D | +11.8% | -37.8% | +49.5% | +12.7% |
| 3M | +2.2% | +29.5% | -27.3% | +1.1% |
| 6M | -1.6% | +96.6% | -98.2% | -3.9% |
| YTD | +23.0% | +194.5% | -171.5% | +18.6% |
| 1Y | +26.9% | +248.1% | -221.1% | +21.9% |
| 3Y | +77.9% | +86.1% | -8.2% | +70.2% |
| 5Y | +59.9% | -67.8% | +127.7% | +55.8% |
| 10Y | +90.1% | +38.6% | +51.4% | +80.3% |
| All | +319.4% | -92.3% | +411.7% | +277.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling