-69.4%
IOVA vs LTH
+183.0%
-252.4%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | +1.9% | +7.0% | -5.1% | -0.7% |
| 30D | -44.1% | +15.4% | -59.6% | -47.7% |
| 3M | +28.9% | +7.0% | +21.8% | +23.6% |
| 6M | +125.7% | +46.9% | +78.8% | +87.6% |
| YTD | +199.3% | +76.4% | +122.9% | +127.5% |
| 1Y | +255.2% | +83.7% | +171.5% | +165.4% |
| 3Y | +106.8% | +248.9% | -142.0% | +24.1% |
| 5Y | -67.1% | +141.8% | -208.9% | -79.7% |
| All | -69.4% | +183.0% | -252.4% | -81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 10y: compounded portfolio wealth divided by compounded LTH 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…
10y analysis · Full analysis span regression · 6 months rolling