+0.1%
DOW vs IOVA
-24.1%
+24.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.5% |
| 7D | +5.2% | -3.5% | +8.7% | +5.5% |
| 30D | +13.2% | -45.4% | +58.6% | +17.7% |
| 3M | +10.1% | +19.0% | -8.9% | +6.4% |
| 6M | -13.1% | +112.0% | -125.1% | -21.3% |
| YTD | +46.1% | +184.2% | -138.1% | +26.1% |
| 1Y | +50.0% | +222.0% | -172.0% | +27.4% |
| 3Y | -20.2% | +92.6% | -112.8% | -34.4% |
| 5Y | -27.7% | -63.2% | +35.5% | -35.2% |
| All | +0.1% | -24.1% | +24.2% | -19.1% |
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