+517.3%
IRM vs IOVA
+0.8%
+516.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.8% |
| 7D | +6.8% | -3.5% | +10.3% | +7.0% |
| 30D | +2.6% | -45.4% | +48.0% | +5.5% |
| 3M | -9.5% | +19.0% | -28.5% | -11.6% |
| 6M | -8.5% | +112.0% | -120.5% | -14.7% |
| YTD | +40.3% | +184.2% | -144.0% | +27.2% |
| 1Y | +28.7% | +222.0% | -193.3% | +15.5% |
| 3Y | +111.8% | +92.6% | +19.3% | +84.5% |
| 5Y | +189.1% | -63.2% | +252.3% | +165.3% |
| All | +517.3% | +0.8% | +516.5% | +419.4% |
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 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