+291.3%
IR vs IOVA
+46.5%
+244.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.2% | +1.2% |
| 7D | -2.8% | +9.7% | -12.6% | -3.5% |
| 30D | -15.1% | +102.5% | -117.7% | -20.5% |
| 3M | +6.1% | +100.7% | -94.6% | -1.2% |
| 6M | -16.8% | +106.3% | -123.2% | -23.3% |
| YTD | -3.5% | +222.0% | -225.5% | -15.1% |
| 1Y | -3.5% | +299.5% | -303.0% | -17.5% |
| 3Y | +9.5% | +42.9% | -33.5% | -6.0% |
| 5Y | +45.1% | -65.0% | +110.1% | +34.1% |
| All | +291.3% | +46.5% | +244.8% | +224.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling