+82.7%
F vs IOVA
-92.6%
+175.3%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -11.0% | +9.9% | -0.9% |
| 7D | +1.4% | -19.0% | +20.4% | +1.8% |
| 30D | +2.0% | -40.3% | +42.3% | +2.9% |
| 3M | -10.4% | +78.3% | -88.7% | -12.2% |
| 6M | +9.7% | +94.5% | -84.8% | +7.1% |
| YTD | -1.2% | +183.5% | -184.7% | -4.7% |
| 1Y | 0.0% | +327.6% | -327.6% | -4.6% |
| 3Y | +41.1% | +83.8% | -42.8% | +34.9% |
| 5Y | -11.4% | -69.0% | +57.6% | -13.7% |
| 10Y | +85.0% | +33.4% | +51.5% | +76.3% |
| All | +82.7% | -92.6% | +175.3% | +67.1% |
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