+151.5%
EXC vs IOVA
+6.6%
+144.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.7% |
| 7D | +1.2% | +5.1% | -3.8% | +1.1% |
| 30D | -2.7% | +37.2% | -39.9% | -3.9% |
| 3M | -1.0% | +117.5% | -118.5% | -4.2% |
| 6M | -9.3% | +69.6% | -78.9% | -11.7% |
| YTD | +3.6% | +218.7% | -215.1% | -1.9% |
| 1Y | +5.9% | +265.5% | -259.6% | -0.7% |
| 3Y | +21.3% | +46.2% | -24.9% | +13.0% |
| 5Y | +46.2% | -63.2% | +109.4% | +41.2% |
| 10Y | +151.5% | +6.1% | +145.4% | +160.0% |
| All | +151.5% | +6.6% | +144.9% | +160.0% |
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