-63.2%
IOVA vs IAG
+766.8%
-830.1%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.6% |
| 7D | +5.1% | +4.3% | +0.8% | +4.1% |
| 30D | +37.2% | +9.8% | +27.5% | +34.4% |
| 3M | +117.5% | +28.9% | +88.6% | +104.7% |
| 6M | +69.6% | -7.6% | +77.2% | +70.1% |
| YTD | +218.7% | +22.0% | +196.7% | +199.1% |
| 1Y | +265.5% | +99.5% | +166.0% | +209.8% |
| 3Y | +46.2% | +818.3% | -772.0% | -12.9% |
| 5Y | -63.2% | +785.9% | -849.1% | -79.1% |
| All | -63.2% | +766.8% | -830.1% | -79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling