+644.2%
IBB vs IOVA
-92.3%
+736.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.9% | -2.1% | +1.6% |
| 7D | -1.8% | -5.2% | +3.4% | -1.7% |
| 30D | +5.1% | -37.8% | +42.8% | +6.4% |
| 3M | +10.7% | +29.5% | -18.8% | +9.0% |
| 6M | +22.9% | +96.6% | -73.7% | +18.6% |
| YTD | +26.7% | +194.5% | -167.8% | +20.1% |
| 1Y | +35.1% | +248.1% | -212.9% | +27.2% |
| 3Y | +80.2% | +86.1% | -5.9% | +68.9% |
| 5Y | +37.8% | -67.8% | +105.7% | +33.0% |
| 10Y | +161.2% | +38.6% | +122.6% | +143.4% |
| All | +644.2% | -92.3% | +736.6% | +578.5% |
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 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