+149.9%
IBM vs IOVA
+28.7%
+121.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.2% | +0.4% |
| 7D | -2.5% | +1.9% | -4.4% | -2.7% |
| 30D | +8.4% | -44.1% | +52.5% | +10.7% |
| 3M | +4.5% | +28.9% | -24.4% | +2.0% |
| 6M | +7.9% | +125.7% | -117.8% | +1.6% |
| YTD | -15.2% | +199.3% | -214.5% | -22.0% |
| 1Y | -17.6% | +255.2% | -272.8% | -25.0% |
| 3Y | +82.1% | +106.8% | -24.8% | +61.5% |
| 5Y | +143.3% | -67.1% | +210.4% | +130.0% |
| 10Y | +149.9% | +16.7% | +133.2% | +116.3% |
| All | +149.9% | +28.7% | +121.3% | +116.3% |
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