+884.3%
IGV vs IOVA
-92.7%
+977.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.7% | +4.9% | -0.6% |
| 7D | +2.5% | -1.4% | +3.9% | +2.5% |
| 30D | -8.6% | -47.4% | +38.8% | -7.3% |
| 3M | -1.6% | +13.2% | -14.8% | -2.3% |
| 6M | +13.4% | +114.3% | -100.9% | +10.5% |
| YTD | -4.0% | +179.5% | -183.5% | -7.5% |
| 1Y | -7.6% | +200.4% | -208.0% | -11.2% |
| 3Y | +39.3% | +92.2% | -52.9% | +32.6% |
| 5Y | +14.5% | -63.8% | +78.3% | +11.3% |
| 10Y | +358.7% | +0.4% | +358.3% | +338.2% |
| All | +884.3% | -92.7% | +977.0% | +824.1% |
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 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