+1,343.2%
IRM vs IOVA
-92.3%
+1,435.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | -5.3% | -7.0% | +1.8% | -5.1% |
| 30D | -2.3% | -44.4% | +42.1% | -1.6% |
| 3M | -7.4% | +24.7% | -32.1% | -8.0% |
| 6M | -12.2% | +118.6% | -130.9% | -13.7% |
| YTD | +38.6% | +196.3% | -157.7% | +35.4% |
| 1Y | +14.9% | +205.3% | -190.4% | +12.1% |
| 3Y | +108.2% | +103.8% | +4.4% | +101.9% |
| 5Y | +183.8% | -65.6% | +249.4% | +178.1% |
| 10Y | +512.6% | +6.4% | +506.2% | +493.6% |
| All | +1,343.2% | -92.3% | +1,435.5% | +1,284.3% |
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 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