-4.6%
IP vs IOVA
+207.9%
-212.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.5% |
| 7D | -0.3% | -3.5% | +3.2% | -0.3% |
| 30D | +7.9% | -45.4% | +53.3% | +7.2% |
| 3M | -15.3% | +19.0% | -34.3% | -16.1% |
| 6M | +10.5% | +112.0% | -101.5% | +8.0% |
| YTD | -9.4% | +184.2% | -193.6% | -9.1% |
| 1Y | -4.6% | +222.0% | -226.6% | -6.1% |
| All | -4.6% | +207.9% | -212.6% | -6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling