+181.6%
IRM vs IOVA
-67.3%
+248.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.6% | +2.4% | +4.0% |
| 7D | -3.8% | +1.9% | -5.6% | -3.8% |
| 30D | -3.2% | -44.1% | +40.9% | -0.8% |
| 3M | -7.8% | +28.9% | -36.7% | -10.2% |
| 6M | -12.7% | +125.7% | -138.4% | -18.6% |
| YTD | +36.7% | +199.3% | -162.6% | +24.1% |
| 1Y | +10.0% | +255.2% | -245.2% | -1.3% |
| 3Y | +107.2% | +106.8% | +0.4% | +80.4% |
| 5Y | +181.6% | -67.1% | +248.6% | +152.3% |
| All | +181.6% | -67.3% | +248.8% | +152.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling