-63.8%
IOVA vs INDA
+6.8%
-70.6%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | +0.8% |
| 7D | +5.1% | -1.0% | +6.1% | +6.3% |
| 30D | +37.2% | -2.5% | +39.8% | +41.3% |
| 3M | +117.5% | +4.0% | +113.5% | +106.9% |
| 6M | +69.6% | -1.8% | +71.4% | +73.2% |
| YTD | +218.7% | -9.2% | +227.9% | +254.3% |
| 1Y | +265.5% | -7.2% | +272.7% | +293.5% |
| 3Y | +46.2% | +9.8% | +36.4% | +33.1% |
| All | -63.8% | +6.8% | -70.6% | -66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling