+27.6%
IR vs IOVA
+85.3%
-57.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.9% | -2.5% | +1.3% |
| 7D | +3.7% | -5.2% | +8.9% | +3.8% |
| 30D | +7.4% | -37.8% | +45.2% | +8.6% |
| 3M | -5.9% | +29.5% | -35.4% | -8.5% |
| 6M | +5.6% | +96.6% | -91.0% | -0.5% |
| YTD | +4.8% | +194.5% | -189.7% | -4.3% |
| 1Y | +6.9% | +248.1% | -241.1% | -3.7% |
| 3Y | +27.6% | +86.1% | -58.6% | +18.2% |
| All | +27.6% | +85.3% | -57.7% | +18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling