+81.0%
F vs IOVA
+28.7%
+52.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.5% |
| 7D | -0.6% | +1.9% | -2.5% | -0.9% |
| 30D | +2.9% | -44.1% | +47.0% | +6.5% |
| 3M | -9.5% | +28.9% | -38.3% | -13.2% |
| 6M | +4.0% | +125.7% | -121.7% | -6.4% |
| YTD | -1.3% | +199.3% | -200.5% | -14.6% |
| 1Y | -1.9% | +255.2% | -257.2% | -16.8% |
| 3Y | +53.5% | +106.8% | -53.4% | +25.0% |
| 5Y | -15.1% | -67.1% | +51.9% | -23.1% |
| 10Y | +81.0% | +16.7% | +64.3% | +47.4% |
| All | +81.0% | +28.7% | +52.3% | +47.4% |
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 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