+3,644.4%
FIX vs IOVA
+12.2%
+3,632.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.6% |
| 7D | -13.9% | -8.5% | -5.5% | -13.2% |
| 30D | -35.5% | -44.7% | +9.2% | -32.8% |
| 3M | -33.9% | +26.2% | -60.2% | -36.1% |
| 6M | -43.3% | +123.2% | -166.5% | -48.4% |
| YTD | +18.7% | +196.0% | -177.3% | +4.3% |
| 1Y | +13.8% | +240.9% | -227.2% | -1.5% |
| 3Y | +495.0% | +103.5% | +391.4% | +395.2% |
| 5Y | +1,049.0% | -65.5% | +1,114.5% | +953.7% |
| 10Y | +3,644.4% | +7.0% | +3,637.4% | +2,756.1% |
| All | +3,644.4% | +12.2% | +3,632.2% | +2,756.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling