-92.6%
IOVA vs IAG
+7.9%
-100.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.6% | +0.5% |
| 7D | -7.0% | +3.4% | -10.4% | -7.5% |
| 30D | -44.4% | -2.7% | -41.7% | -44.2% |
| 3M | +24.7% | -0.5% | +25.1% | +24.8% |
| 6M | +118.6% | -4.8% | +123.5% | +119.4% |
| YTD | +196.3% | +9.6% | +186.8% | +189.5% |
| 1Y | +205.3% | +32.2% | +173.1% | +190.8% |
| 3Y | +103.8% | +692.5% | -588.8% | +49.0% |
| 5Y | -65.6% | +447.6% | -513.2% | -74.6% |
| 10Y | +6.4% | +403.3% | -396.9% | -27.0% |
| All | -92.6% | +7.9% | -100.5% | -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