+45.3%
ICE vs IOVA
+49.0%
-3.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.1% | -2.0% |
| 7D | -0.7% | +9.7% | -10.4% | -0.9% |
| 30D | +7.6% | +102.5% | -94.9% | +5.4% |
| 3M | +13.9% | +100.7% | -86.7% | +11.3% |
| 6M | -2.4% | +106.3% | -108.7% | -4.9% |
| YTD | +0.3% | +222.0% | -221.7% | -3.9% |
| 1Y | -6.4% | +299.5% | -306.0% | -11.3% |
| All | +45.3% | +49.0% | -3.7% | +36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling