+113.1%
F vs IOVA
-91.6%
+204.7%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.4% | +1.4% |
| 7D | +5.3% | +9.7% | -4.4% | +5.1% |
| 30D | +4.6% | +102.5% | -97.9% | +2.7% |
| 3M | -3.7% | +100.7% | -104.3% | -5.5% |
| 6M | +16.8% | +106.3% | -89.5% | +14.2% |
| YTD | +15.3% | +222.0% | -206.7% | +11.4% |
| 1Y | +31.0% | +299.5% | -268.5% | +25.7% |
| 3Y | +45.4% | +42.9% | +2.5% | +40.1% |
| 5Y | +54.7% | -65.0% | +119.6% | +50.9% |
| 10Y | +98.2% | +10.3% | +87.9% | +89.7% |
| All | +113.1% | -91.6% | +204.7% | +95.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling