-12.5%
F vs IOVA
-67.2%
+54.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.7% |
| 7D | +1.0% | -8.5% | +9.5% | +1.5% |
| 30D | +2.1% | -44.7% | +46.9% | +5.3% |
| 3M | -10.3% | +26.2% | -36.5% | -13.7% |
| 6M | +3.3% | +123.2% | -119.9% | -6.3% |
| YTD | -2.0% | +196.0% | -198.0% | -14.4% |
| 1Y | -2.3% | +240.9% | -243.2% | -15.9% |
| 3Y | +49.9% | +103.5% | -53.6% | +22.5% |
| 5Y | -12.5% | -65.5% | +53.0% | -22.0% |
| All | -12.5% | -67.2% | +54.8% | -22.0% |
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 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