+337.1%
IR vs IOVA
+27.2%
+310.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.7% | +6.0% | +0.7% |
| 7D | +4.2% | -1.4% | +5.6% | +4.3% |
| 30D | +8.1% | -47.4% | +55.4% | +12.1% |
| 3M | +0.7% | +13.2% | -12.5% | -2.4% |
| 6M | +16.6% | +114.3% | -97.7% | +5.8% |
| YTD | +7.8% | +179.5% | -171.7% | -5.8% |
| 1Y | +9.9% | +200.4% | -190.5% | -4.9% |
| 3Y | +25.2% | +92.2% | -67.0% | +2.8% |
| 5Y | +46.8% | -63.8% | +110.5% | +32.5% |
| All | +337.1% | +27.2% | +310.0% | +259.8% |
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