+264.9%
ICE vs IOVA
+0.8%
+264.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.3% |
| 7D | +3.6% | -3.5% | +7.1% | +3.8% |
| 30D | +15.1% | -45.4% | +60.5% | +17.3% |
| 3M | +15.4% | +19.0% | -3.6% | +12.9% |
| 6M | +16.1% | +112.0% | -95.9% | +9.5% |
| YTD | +11.4% | +184.2% | -172.9% | +2.5% |
| 1Y | +18.5% | +222.0% | -203.5% | +8.1% |
| 3Y | +70.5% | +92.6% | -22.0% | +51.0% |
| 5Y | +40.9% | -63.2% | +104.1% | +32.3% |
| All | +264.9% | +0.8% | +264.1% | +223.4% |
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