+40.4%
EXC vs IOVA
-63.3%
+103.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.3% |
| 7D | +1.4% | -3.5% | +4.9% | +1.4% |
| 30D | +8.6% | -45.4% | +54.0% | +9.2% |
| 3M | +2.4% | +19.0% | -16.6% | +1.6% |
| 6M | +6.5% | +112.0% | -105.6% | +4.3% |
| YTD | +9.0% | +184.2% | -175.2% | +5.9% |
| 1Y | +4.6% | +222.0% | -217.4% | +1.3% |
| 3Y | +33.5% | +92.6% | -59.1% | +28.0% |
| All | +40.4% | -63.3% | +103.7% | +37.2% |
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