-3.3%
IDXX vs IOVA
+362.8%
-366.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.5% | +5.4% | +4.0% |
| 7D | +24.1% | -41.3% | +65.4% | +25.3% |
| 30D | +32.5% | -38.5% | +71.1% | +33.6% |
| 3M | +18.8% | +99.5% | -80.8% | +13.4% |
| 6M | +24.0% | +126.0% | -101.9% | +16.7% |
| YTD | +3.3% | +218.7% | -215.4% | -5.4% |
| 1Y | -3.3% | +378.0% | -381.3% | -12.8% |
| All | -3.3% | +362.8% | -366.0% | -12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling