+724.7%
ICE vs IOVA
-91.6%
+816.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.1% | -2.0% |
| 7D | -0.7% | +9.7% | -10.4% | -0.8% |
| 30D | +7.6% | +102.5% | -94.9% | +6.3% |
| 3M | +13.9% | +100.7% | -86.7% | +12.4% |
| 6M | -2.4% | +106.3% | -108.7% | -3.8% |
| YTD | +0.3% | +222.0% | -221.7% | -2.1% |
| 1Y | -6.4% | +299.5% | -306.0% | -9.1% |
| 3Y | +43.1% | +42.9% | +0.2% | +39.3% |
| 5Y | +42.1% | -65.0% | +107.1% | +39.6% |
| 10Y | +220.9% | +10.3% | +210.6% | +209.4% |
| All | +724.7% | -91.6% | +816.3% | +652.9% |
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