-10.8%
DOW vs IOVA
-14.0%
+3.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.1% | -3.1% |
| 7D | -2.4% | +9.7% | -12.1% | -3.2% |
| 30D | +0.4% | +102.5% | -102.2% | -6.2% |
| 3M | -14.4% | +100.7% | -115.1% | -20.4% |
| 6M | -7.0% | +106.3% | -113.3% | -14.8% |
| YTD | +30.2% | +222.0% | -191.8% | +13.1% |
| 1Y | +29.2% | +299.5% | -270.3% | +8.8% |
| 3Y | -36.7% | +42.9% | -79.6% | -45.9% |
| 5Y | -37.7% | -65.0% | +27.3% | -42.7% |
| All | -10.8% | -14.0% | +3.2% | -27.4% |
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