+2.8%
IOVA vs IAG
+389.3%
-386.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.7% | +1.5% |
| 7D | -3.5% | -7.7% | +4.2% | -2.2% |
| 30D | -45.4% | +1.6% | -47.0% | -45.5% |
| 3M | +19.0% | -2.4% | +21.4% | +19.6% |
| 6M | +112.0% | -7.8% | +119.8% | +113.9% |
| YTD | +184.2% | +5.0% | +179.2% | +179.3% |
| 1Y | +222.0% | +25.7% | +196.3% | +208.6% |
| 3Y | +92.6% | +694.5% | -601.9% | +41.0% |
| 5Y | -63.2% | +421.7% | -484.9% | -72.8% |
| All | +2.8% | +389.3% | -386.5% | -27.4% |
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