-92.6%
IOVA vs IAG
+18.5%
-111.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.8% | -4.1% | +0.7% |
| 7D | +1.9% | +24.0% | -22.1% | -1.5% |
| 30D | -44.1% | +5.5% | -49.6% | -44.5% |
| 3M | +28.9% | +8.3% | +20.6% | +27.5% |
| 6M | +125.7% | +6.1% | +119.6% | +122.9% |
| YTD | +199.3% | +20.3% | +179.0% | +188.4% |
| 1Y | +255.2% | +56.5% | +198.8% | +230.5% |
| 3Y | +106.8% | +762.6% | -655.8% | +49.3% |
| 5Y | -67.1% | +546.3% | -613.3% | -76.2% |
| 10Y | +16.7% | +356.1% | -339.4% | -19.3% |
| All | -92.6% | +18.5% | -111.0% | -95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling