+25.4%
IP vs IOVA
+29.0%
-3.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -11.0% | +7.1% | -3.4% |
| 7D | -5.0% | -19.0% | +14.1% | -4.0% |
| 30D | +6.5% | -40.3% | +46.8% | +8.6% |
| 3M | -18.0% | +78.3% | -96.4% | -22.3% |
| 6M | +10.3% | +94.5% | -84.2% | +3.5% |
| YTD | -9.9% | +183.5% | -193.4% | -18.2% |
| 1Y | -1.1% | +327.6% | -328.7% | -12.9% |
| 3Y | +13.0% | +83.8% | -70.8% | -1.0% |
| 5Y | -12.3% | -69.0% | +56.8% | -18.4% |
| All | +25.4% | +29.0% | -3.6% | +3.3% |
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