+43.5%
F vs IOVA
+85.3%
-41.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.6% | -0.9% |
| 7D | +1.6% | -5.2% | +6.7% | +1.7% |
| 30D | +2.6% | -37.8% | +40.4% | +4.3% |
| 3M | -8.8% | +29.5% | -38.3% | -11.8% |
| 6M | +4.6% | +96.6% | -91.9% | -2.6% |
| YTD | -1.9% | +194.5% | -196.4% | -12.1% |
| 1Y | -0.8% | +248.1% | -248.8% | -12.4% |
| 3Y | +43.5% | +86.1% | -42.6% | +13.0% |
| All | +43.5% | +85.3% | -41.8% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling