+1,388.5%
IRM vs IOVA
-91.6%
+1,480.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.6% |
| 7D | -0.5% | +9.7% | -10.2% | -0.6% |
| 30D | -8.1% | +102.5% | -110.6% | -9.2% |
| 3M | -9.7% | +100.7% | -110.4% | -10.8% |
| 6M | +10.0% | +106.3% | -96.3% | +8.4% |
| YTD | +43.0% | +222.0% | -179.0% | +39.8% |
| 1Y | +32.7% | +299.5% | -266.9% | +29.1% |
| 3Y | +102.7% | +42.9% | +59.8% | +97.7% |
| 5Y | +187.6% | -65.0% | +252.5% | +182.3% |
| 10Y | +420.1% | +10.3% | +409.8% | +404.7% |
| All | +1,388.5% | -91.6% | +1,480.1% | +1,329.7% |
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