+131.6%
IBM vs IOVA
+6.6%
+124.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | +0.3% | +5.1% | -4.8% | +0.1% |
| 30D | -1.5% | +37.2% | -38.7% | -3.1% |
| 3M | -16.8% | +117.5% | -134.3% | -20.6% |
| 6M | -9.0% | +69.6% | -78.6% | -12.5% |
| YTD | -20.1% | +218.7% | -238.7% | -26.0% |
| 1Y | -7.0% | +265.5% | -272.6% | -15.0% |
| 3Y | +72.4% | +46.2% | +26.2% | +56.7% |
| 5Y | +112.0% | -63.2% | +175.2% | +100.7% |
| 10Y | +131.6% | +6.1% | +125.5% | +108.0% |
| All | +131.6% | +6.6% | +124.9% | +108.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling