+62.6%
IOT vs IOVA
-51.5%
+114.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | +2.8% | +5.1% | -2.3% | +2.1% |
| 30D | -1.8% | +37.2% | -39.0% | -6.4% |
| 3M | +17.9% | +117.5% | -99.6% | +2.9% |
| 6M | +13.5% | +69.6% | -56.0% | +1.1% |
| YTD | +13.3% | +218.7% | -205.4% | -9.8% |
| 1Y | -3.3% | +265.5% | -268.9% | -26.0% |
| 3Y | +31.3% | +46.2% | -14.9% | -5.3% |
| All | +62.6% | -51.5% | +114.1% | +35.0% |
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