-92.6%
IOVA vs INDA
+121.8%
-214.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -3.5% | +1.1% | -4.6% | -4.1% |
| 30D | -45.4% | +9.4% | -54.8% | -48.6% |
| 3M | +19.0% | +2.9% | +16.1% | +16.3% |
| 6M | +112.0% | +7.2% | +104.8% | +102.1% |
| YTD | +184.2% | -4.8% | +189.1% | +191.7% |
| 1Y | +222.0% | -5.1% | +227.1% | +230.7% |
| 3Y | +92.6% | +16.7% | +75.9% | +77.9% |
| 5Y | -63.2% | +8.8% | -71.9% | -64.6% |
| 10Y | +2.1% | +116.2% | -114.1% | -31.8% |
| All | -92.6% | +121.8% | -214.4% | -95.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling