+47.6%
EXC vs IOVA
-64.9%
+112.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.1% |
| 7D | +0.3% | +9.7% | -9.5% | +0.1% |
| 30D | -3.7% | +102.5% | -106.3% | -4.9% |
| 3M | -1.3% | +100.7% | -102.0% | -2.6% |
| 6M | -9.7% | +106.3% | -116.0% | -11.1% |
| YTD | +2.9% | +222.0% | -219.1% | +0.3% |
| 1Y | +4.4% | +299.5% | -295.2% | +1.2% |
| 3Y | +22.2% | +42.9% | -20.7% | +18.6% |
| All | +47.6% | -64.9% | +112.5% | +44.5% |
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