+86.2%
IBB vs IOVA
+95.6%
-9.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.7% | +3.5% | -1.6% |
| 7D | +1.6% | -1.4% | +3.1% | +1.8% |
| 30D | +6.7% | -47.4% | +54.1% | +12.3% |
| 3M | +6.3% | +13.2% | -6.9% | +2.8% |
| 6M | +23.9% | +114.3% | -90.4% | +10.4% |
| YTD | +26.6% | +179.5% | -152.9% | +7.9% |
| 1Y | +29.6% | +200.4% | -170.8% | +9.3% |
| All | +86.2% | +95.6% | -9.4% | +48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling