-1.7%
IP vs IOVA
+237.6%
-239.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +2.9% |
| 7D | -3.0% | +1.9% | -4.9% | -3.0% |
| 30D | +10.6% | -44.1% | +54.7% | +10.0% |
| 3M | -13.6% | +28.9% | -42.4% | -14.5% |
| 6M | +10.4% | +125.7% | -115.3% | +7.6% |
| YTD | -6.5% | +199.3% | -205.8% | -7.2% |
| All | -1.7% | +237.6% | -239.3% | -4.7% |
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