+22.9%
IP vs IOVA
+9.5%
+13.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +2.1% |
| 7D | -5.3% | +9.7% | -15.0% | -5.8% |
| 30D | -10.9% | +102.5% | -113.4% | -15.0% |
| 3M | +11.2% | +100.7% | -89.5% | +5.7% |
| 6M | -10.2% | +106.3% | -116.6% | -15.3% |
| YTD | -2.0% | +222.0% | -224.0% | -10.6% |
| 1Y | -19.1% | +299.5% | -318.6% | -27.6% |
| 3Y | +20.9% | +42.9% | -22.1% | +8.3% |
| 5Y | -17.8% | -65.0% | +47.2% | -23.2% |
| All | +22.9% | +9.5% | +13.5% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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