-92.0%
IOVA vs IAG
+22.3%
-114.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.4% |
| 7D | +9.7% | -0.5% | +10.3% | +9.8% |
| 30D | +102.5% | +28.9% | +73.6% | +95.2% |
| 3M | +100.7% | +19.1% | +81.5% | +95.2% |
| 6M | +106.3% | -10.3% | +116.6% | +107.7% |
| YTD | +222.0% | +24.2% | +197.8% | +208.8% |
| 1Y | +299.5% | +116.5% | +183.1% | +255.3% |
| 3Y | +42.9% | +742.8% | -699.9% | +3.3% |
| 5Y | -65.0% | +753.3% | -818.3% | -75.6% |
| 10Y | +10.3% | +403.2% | -392.9% | -25.2% |
| All | -92.0% | +22.3% | -114.3% | -95.4% |
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 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