-31.1%
IT vs IOVA
+254.2%
-285.3%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -1.7% |
| 7D | -9.1% | -2.2% | -6.9% | -9.1% |
| 30D | -12.2% | +31.7% | -43.9% | -12.2% |
| 3M | +7.8% | +117.3% | -109.5% | +7.2% |
| 6M | +2.0% | +55.8% | -53.8% | +3.0% |
| YTD | -32.7% | +208.8% | -241.5% | -35.4% |
| 1Y | -31.1% | +255.7% | -286.8% | -32.0% |
| All | -31.1% | +254.2% | -285.3% | -32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling