+38.8%
IGV vs IOVA
+99.0%
-60.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.3% |
| 7D | +2.3% | -3.5% | +5.8% | +2.5% |
| 30D | -6.0% | -45.4% | +39.4% | -3.6% |
| 3M | -4.8% | +19.0% | -23.8% | -6.2% |
| 6M | +14.2% | +112.0% | -97.8% | +8.2% |
| YTD | -4.2% | +184.2% | -188.5% | -11.9% |
| 1Y | -5.3% | +222.0% | -227.3% | -13.6% |
| 3Y | +38.8% | +92.6% | -53.8% | +23.8% |
| All | +38.8% | +99.0% | -60.2% | +23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling