+87.9%
IT vs IOVA
-0.9%
+88.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.7% | +4.6% | -0.7% |
| 7D | -3.7% | -1.4% | -2.2% | -3.6% |
| 30D | -3.1% | -47.4% | +44.3% | +0.2% |
| 3M | +6.3% | +13.2% | -6.9% | +3.5% |
| 6M | +24.8% | +114.3% | -89.6% | +14.4% |
| YTD | -24.4% | +179.5% | -203.8% | -33.0% |
| 1Y | -17.1% | +200.4% | -217.5% | -27.2% |
| 3Y | -53.6% | +92.2% | -145.8% | -61.2% |
| 5Y | -42.5% | -63.8% | +21.3% | -47.7% |
| All | +87.9% | -0.9% | +88.8% | +51.4% |
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