+826.6%
ICE vs IOVA
-92.3%
+918.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | +3.2% | -7.0% | +10.3% | +3.3% |
| 30D | +14.7% | -44.4% | +59.2% | +15.5% |
| 3M | +19.8% | +24.7% | -4.9% | +18.9% |
| 6M | +15.2% | +118.6% | -103.4% | +13.1% |
| YTD | +12.7% | +196.3% | -183.7% | +9.8% |
| 1Y | +20.4% | +205.3% | -184.9% | +17.2% |
| 3Y | +70.8% | +103.8% | -33.0% | +65.0% |
| 5Y | +43.9% | -65.6% | +109.5% | +41.0% |
| 10Y | +264.8% | +6.4% | +258.3% | +250.9% |
| All | +826.6% | -92.3% | +918.9% | +744.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling