-23.0%
IDXX vs IOVA
-62.2%
+39.3%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.7% | -6.0% | -0.8% |
| 7D | -5.7% | -2.2% | -3.6% | -5.6% |
| 30D | -11.5% | +27.6% | -39.1% | -13.6% |
| 3M | -9.5% | +117.2% | -126.7% | -16.6% |
| 6M | -16.0% | +77.7% | -93.6% | -21.7% |
| YTD | -25.4% | +215.0% | -240.4% | -34.6% |
| 1Y | -21.8% | +255.4% | -277.1% | -32.8% |
| 3Y | +7.0% | +42.6% | -35.6% | -9.8% |
| All | -23.0% | -62.2% | +39.3% | -32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling