+2,725.9%
IBKR vs IOVA
-91.8%
+2,817.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.7% | -3.5% | +2.1% |
| 7D | -1.3% | -2.2% | +0.8% | -1.3% |
| 30D | -0.2% | +27.6% | -27.8% | -0.7% |
| 3M | +3.0% | +117.2% | -114.2% | +1.2% |
| 6M | +33.9% | +77.7% | -43.8% | +31.9% |
| YTD | +42.5% | +215.0% | -172.5% | +38.7% |
| 1Y | +44.9% | +255.4% | -210.5% | +40.5% |
| 3Y | +293.0% | +42.6% | +250.4% | +281.4% |
| 5Y | +497.7% | -62.2% | +559.9% | +485.4% |
| 10Y | +1,004.4% | +8.4% | +995.9% | +967.1% |
| All | +2,725.9% | -91.8% | +2,817.8% | +2,731.0% |
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