+20.7%
IRM vs IOVA
+189.0%
-168.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.7% | +7.6% | +2.1% |
| 7D | +8.6% | -1.4% | +10.0% | +8.6% |
| 30D | 0.0% | -47.4% | +47.4% | +1.5% |
| 3M | -7.1% | +13.2% | -20.4% | -8.9% |
| 6M | -7.9% | +114.3% | -122.2% | -13.6% |
| YTD | +41.3% | +179.5% | -138.2% | +27.0% |
| 1Y | +20.7% | +200.4% | -179.7% | +7.9% |
| All | +20.7% | +189.0% | -168.3% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling