-15.8%
F vs IOVA
-67.9%
+52.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.6% | -1.0% |
| 7D | +1.6% | -5.2% | +6.7% | +1.8% |
| 30D | +2.6% | -37.8% | +40.4% | +4.9% |
| 3M | -8.8% | +29.5% | -38.3% | -12.5% |
| 6M | +4.6% | +96.6% | -91.9% | -4.2% |
| YTD | -1.9% | +194.5% | -196.4% | -14.3% |
| 1Y | -0.8% | +248.1% | -248.8% | -14.9% |
| 3Y | +43.5% | +86.1% | -42.6% | +18.1% |
| All | -15.8% | -67.9% | +52.1% | -23.3% |
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