+284.9%
IR vs IOVA
+45.0%
+239.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.6% |
| 7D | +0.6% | +5.1% | -4.4% | +0.2% |
| 30D | -13.6% | +37.2% | -50.8% | -16.0% |
| 3M | +3.7% | +117.5% | -113.8% | -4.0% |
| 6M | -13.1% | +69.6% | -82.6% | -18.4% |
| YTD | -5.1% | +218.7% | -223.8% | -16.4% |
| 1Y | -6.5% | +265.5% | -272.0% | -19.3% |
| 3Y | +8.5% | +46.2% | -37.7% | -7.1% |
| 5Y | +43.3% | -63.2% | +106.5% | +31.7% |
| All | +284.9% | +45.0% | +239.9% | +219.3% |
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