+9.7%
F vs IOVA
+102.6%
-92.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -11.0% | +9.9% | -1.3% |
| 7D | +1.4% | -19.0% | +20.4% | +1.2% |
| 30D | +2.0% | -40.3% | +42.3% | +1.3% |
| 3M | -10.4% | +78.3% | -88.7% | -12.7% |
| 6M | +9.7% | +94.5% | -84.8% | +4.9% |
| All | +9.7% | +102.6% | -92.9% | +4.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling