+111.9%
INTC vs IOVA
+0.8%
+111.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -2.7% |
| 7D | +6.0% | -3.5% | +9.5% | +6.4% |
| 30D | -39.2% | -45.4% | +6.2% | -35.6% |
| 3M | -42.9% | +19.0% | -62.0% | -44.5% |
| 6M | -50.4% | +112.0% | -162.4% | -55.2% |
| YTD | +61.7% | +184.2% | -122.6% | +40.1% |
| 1Y | +66.1% | +222.0% | -155.9% | +41.6% |
| 3Y | +58.1% | +92.6% | -34.4% | +30.3% |
| 5Y | +27.9% | -63.2% | +91.0% | +15.8% |
| All | +111.9% | +0.8% | +111.2% | +71.4% |
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