+90.0%
IT vs IOVA
+3.8%
+86.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +4.0% | +0.8% |
| 7D | -12.7% | -6.4% | -6.3% | -12.3% |
| 30D | -8.9% | +25.4% | -34.3% | -10.5% |
| 3M | +10.1% | +115.3% | -105.2% | +2.9% |
| 6M | +7.3% | +56.5% | -49.3% | +1.8% |
| YTD | -32.4% | +198.2% | -230.5% | -39.4% |
| 1Y | -26.6% | +242.0% | -268.7% | -35.6% |
| 3Y | -51.8% | +36.8% | -88.6% | -58.0% |
| 5Y | -45.6% | -64.3% | +18.6% | -49.7% |
| All | +90.0% | +3.8% | +86.2% | +52.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling