+164.2%
EXC vs IOVA
-91.6%
+255.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.1% |
| 7D | +0.3% | +9.7% | -9.5% | +0.2% |
| 30D | -3.7% | +102.5% | -106.3% | -4.3% |
| 3M | -1.3% | +100.7% | -102.0% | -1.9% |
| 6M | -9.7% | +106.3% | -116.0% | -10.4% |
| YTD | +2.9% | +222.0% | -219.1% | +1.7% |
| 1Y | +4.4% | +299.5% | -295.2% | +2.9% |
| 3Y | +22.2% | +42.9% | -20.7% | +20.6% |
| 5Y | +46.7% | -65.0% | +111.7% | +45.4% |
| 10Y | +155.3% | +10.3% | +145.1% | +152.8% |
| All | +164.2% | -91.6% | +255.8% | +163.7% |
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