+293.0%
IBKR vs IOVA
+43.8%
+249.2%
-38.7%
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% | +1.9% |
| 7D | -1.3% | -2.2% | +0.8% | -1.3% |
| 30D | -0.2% | +27.6% | -27.8% | -1.4% |
| 3M | +3.0% | +117.2% | -114.2% | -1.3% |
| 6M | +33.9% | +77.7% | -43.8% | +29.0% |
| YTD | +42.5% | +215.0% | -172.5% | +32.7% |
| 1Y | +44.9% | +255.4% | -210.5% | +33.5% |
| 3Y | +293.0% | +42.6% | +250.4% | +263.8% |
| All | +293.0% | +43.8% | +249.2% | +263.8% |
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