-38.4%
INTU vs IOVA
-64.9%
+26.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.0% | -4.4% | -3.4% |
| 7D | -7.1% | +9.7% | -16.8% | -7.6% |
| 30D | +1.5% | +102.5% | -101.1% | -3.5% |
| 3M | +10.7% | +100.7% | -90.0% | +4.8% |
| 6M | -23.8% | +106.3% | -130.2% | -28.7% |
| YTD | -49.3% | +222.0% | -271.3% | -54.5% |
| 1Y | -49.7% | +299.5% | -349.2% | -56.0% |
| 3Y | -38.0% | +42.9% | -80.9% | -46.4% |
| All | -38.4% | -64.9% | +26.5% | -45.2% |
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