-53.6%
IT vs IOVA
+99.0%
-152.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.6% |
| 7D | +1.1% | -3.5% | +4.6% | +1.2% |
| 30D | -1.8% | -45.4% | +43.5% | 0.0% |
| 3M | +4.8% | +19.0% | -14.2% | +2.6% |
| 6M | +33.0% | +112.0% | -79.0% | +25.5% |
| YTD | -23.8% | +184.2% | -208.1% | -30.3% |
| 1Y | -16.5% | +222.0% | -238.5% | -24.3% |
| 3Y | -53.6% | +92.6% | -146.2% | -57.6% |
| All | -53.6% | +99.0% | -152.6% | -57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling