+64.8%
IBB vs IOVA
+50.0%
+14.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.1% | -2.1% |
| 7D | -1.7% | +5.1% | -6.7% | -2.1% |
| 30D | +4.9% | +37.2% | -32.4% | +1.4% |
| 3M | +24.2% | +117.5% | -93.3% | +13.2% |
| 6M | +23.8% | +69.6% | -45.7% | +14.7% |
| YTD | +23.0% | +218.7% | -195.7% | +5.7% |
| 1Y | +46.2% | +265.5% | -219.4% | +22.7% |
| 3Y | +64.8% | +46.2% | +18.6% | +32.8% |
| All | +64.8% | +50.0% | +14.8% | +32.8% |
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