+264.8%
ICE vs IOVA
+7.2%
+257.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | +3.2% | -7.0% | +10.3% | +3.5% |
| 30D | +14.7% | -44.4% | +59.2% | +16.9% |
| 3M | +19.8% | +24.7% | -4.9% | +17.0% |
| 6M | +15.2% | +118.6% | -103.4% | +8.6% |
| YTD | +12.7% | +196.3% | -183.7% | +3.5% |
| 1Y | +20.4% | +205.3% | -184.9% | +10.3% |
| 3Y | +70.8% | +103.8% | -33.0% | +50.8% |
| 5Y | +43.9% | -65.6% | +109.5% | +35.8% |
| 10Y | +264.8% | +6.4% | +258.3% | +222.6% |
| All | +264.8% | +7.2% | +257.6% | +222.6% |
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