+345.2%
IR vs IOVA
+36.2%
+309.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.6% | +3.1% | +4.6% |
| 7D | +5.0% | +1.9% | +3.1% | +4.8% |
| 30D | +10.3% | -44.1% | +54.4% | +13.9% |
| 3M | -0.1% | +28.9% | -28.9% | -4.0% |
| 6M | +14.8% | +125.7% | -110.9% | +3.7% |
| YTD | +9.7% | +199.3% | -189.5% | -4.5% |
| 1Y | +12.2% | +255.2% | -243.0% | -4.2% |
| 3Y | +30.0% | +106.8% | -76.9% | +6.2% |
| 5Y | +46.8% | -67.1% | +113.9% | +34.2% |
| All | +345.2% | +36.2% | +309.0% | +264.7% |
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 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