-91.6%
IOVA vs INDA
+115.1%
-206.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.1% | +1.0% |
| 7D | +9.7% | +0.7% | +9.0% | +9.3% |
| 30D | +102.5% | -0.8% | +103.3% | +103.5% |
| 3M | +100.7% | +3.9% | +96.7% | +95.7% |
| 6M | +106.3% | -0.7% | +107.1% | +107.8% |
| YTD | +222.0% | -7.7% | +229.6% | +238.6% |
| 1Y | +299.5% | -5.1% | +304.6% | +312.0% |
| 3Y | +42.9% | +13.6% | +29.3% | +35.2% |
| 5Y | -65.0% | +7.8% | -72.8% | -65.9% |
| 10Y | +10.3% | +84.6% | -74.4% | -19.8% |
| All | -91.6% | +115.1% | -206.8% | -94.2% |
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