+362.3%
IGV vs IOVA
+7.2%
+355.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -1.3% | -7.0% | +5.7% | -0.6% |
| 30D | -8.1% | -44.4% | +36.3% | -3.8% |
| 3M | -1.6% | +24.7% | -26.3% | -5.4% |
| 6M | +12.7% | +118.6% | -105.9% | +0.8% |
| YTD | -3.3% | +196.3% | -199.6% | -17.6% |
| 1Y | -7.9% | +205.3% | -213.2% | -22.1% |
| 3Y | +40.3% | +103.8% | -63.4% | +9.8% |
| 5Y | +17.3% | -65.6% | +82.9% | +5.3% |
| 10Y | +362.3% | +6.4% | +355.8% | +249.1% |
| All | +362.3% | +7.2% | +355.1% | +249.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling