+6.3%
IOVA vs IAG
+401.0%
-394.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.1% | -5.2% | -3.4% |
| 7D | -2.2% | +1.7% | -3.9% | -2.5% |
| 30D | +31.7% | +11.4% | +20.3% | +29.6% |
| 3M | +117.3% | +33.0% | +84.2% | +107.6% |
| 6M | +55.8% | -6.0% | +61.8% | +55.8% |
| YTD | +208.8% | +24.6% | +184.2% | +195.5% |
| 1Y | +255.7% | +105.0% | +150.7% | +218.2% |
| 3Y | +41.7% | +837.9% | -796.2% | +2.2% |
| 5Y | -64.9% | +817.0% | -881.9% | -75.2% |
| 10Y | +6.3% | +425.3% | -419.0% | -26.6% |
| All | +6.3% | +401.0% | -394.7% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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