+1,526.9%
IDXX vs IOVA
-92.2%
+1,619.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.8% | -1.6% |
| 7D | -4.3% | -6.4% | +2.1% | -4.1% |
| 30D | -13.7% | +25.4% | -39.1% | -14.2% |
| 3M | -9.1% | +115.3% | -124.4% | -11.2% |
| 6M | -15.4% | +56.5% | -72.0% | -16.9% |
| YTD | -25.1% | +198.2% | -223.3% | -27.8% |
| 1Y | -20.6% | +242.0% | -262.6% | -23.9% |
| 3Y | +8.7% | +36.8% | -28.1% | +4.4% |
| 5Y | -25.7% | -64.3% | +38.6% | -27.7% |
| 10Y | +360.6% | +2.6% | +358.0% | +338.9% |
| All | +1,526.9% | -92.2% | +1,619.1% | +1,356.3% |
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