+104.4%
IRM vs IOVA
+50.0%
+54.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.6% |
| 7D | +1.6% | +5.1% | -3.4% | +1.3% |
| 30D | -4.2% | +37.2% | -41.4% | -6.0% |
| 3M | -5.4% | +117.5% | -122.9% | -10.5% |
| 6M | +12.0% | +69.6% | -57.6% | +7.0% |
| YTD | +42.0% | +218.7% | -176.6% | +29.4% |
| 1Y | +29.9% | +265.5% | -235.7% | +16.6% |
| 3Y | +104.4% | +46.2% | +58.1% | +69.2% |
| All | +104.4% | +50.0% | +54.4% | +69.2% |
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