+55.4%
IOT vs IOVA
-52.1%
+107.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.7% | -5.8% | -0.9% |
| 7D | -4.5% | -2.2% | -2.4% | -4.3% |
| 30D | -2.4% | +27.6% | -30.0% | -6.1% |
| 3M | +19.0% | +117.2% | -98.2% | +3.9% |
| 6M | +19.6% | +77.7% | -58.0% | +5.7% |
| YTD | +8.3% | +215.0% | -206.8% | -13.6% |
| 1Y | -0.8% | +255.4% | -256.2% | -23.7% |
| 3Y | +24.4% | +42.6% | -18.2% | -9.9% |
| All | +55.4% | -52.1% | +107.5% | +29.2% |
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