+364.4%
IGV vs IOVA
+4.5%
+359.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.5% |
| 7D | -1.5% | -2.2% | +0.7% | -1.3% |
| 30D | -3.0% | +31.7% | -34.7% | -5.8% |
| 3M | +9.6% | +117.3% | -107.7% | -0.1% |
| 6M | +16.1% | +55.8% | -39.7% | +8.4% |
| YTD | -3.6% | +208.8% | -212.4% | -17.0% |
| 1Y | -7.8% | +255.7% | -263.5% | -22.7% |
| 3Y | +40.0% | +41.7% | -1.7% | +15.5% |
| 5Y | +21.2% | -64.9% | +86.1% | +9.9% |
| 10Y | +364.4% | +6.3% | +358.1% | +257.9% |
| All | +364.4% | +4.5% | +359.9% | +257.9% |
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 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