-42.2%
INTU vs IOVA
-67.9%
+25.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.9% | -7.6% | -4.0% |
| 7D | +0.1% | -5.2% | +5.3% | +0.3% |
| 30D | +15.4% | -37.8% | +53.2% | +17.6% |
| 3M | +6.6% | +29.5% | -22.9% | +3.2% |
| 6M | -11.3% | +96.6% | -107.9% | -17.6% |
| YTD | -47.7% | +194.5% | -242.2% | -53.5% |
| 1Y | -47.0% | +248.1% | -295.1% | -53.7% |
| 3Y | -29.9% | +86.1% | -116.0% | -42.2% |
| All | -42.2% | -67.9% | +25.7% | -46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling