-1.5%
IOVA vs INDA
+83.0%
-84.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.3% | -2.6% |
| 7D | -6.4% | -3.6% | -2.8% | -4.0% |
| 30D | +25.4% | -4.0% | +29.4% | +29.1% |
| 3M | +115.3% | +1.7% | +113.6% | +112.4% |
| 6M | +56.5% | -3.6% | +60.2% | +61.2% |
| YTD | +198.2% | -11.0% | +209.2% | +223.6% |
| 1Y | +242.0% | -9.5% | +251.5% | +265.9% |
| 3Y | +36.8% | +7.6% | +29.2% | +33.3% |
| 5Y | -64.3% | +4.8% | -69.0% | -64.6% |
| All | -1.5% | +83.0% | -84.4% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded INDA 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling