-44.8%
IT vs IOVA
-63.5%
+18.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.0% | -6.4% | -7.4% |
| 7D | -9.1% | +5.1% | -14.2% | -9.4% |
| 30D | -7.0% | +37.2% | -44.2% | -8.8% |
| 3M | +7.6% | +117.5% | -109.9% | +1.7% |
| 6M | +2.1% | +69.6% | -67.5% | -2.5% |
| YTD | -31.6% | +218.7% | -250.3% | -38.0% |
| 1Y | -29.9% | +265.5% | -295.5% | -37.5% |
| 3Y | -51.3% | +46.2% | -97.5% | -56.9% |
| 5Y | -44.8% | -63.2% | +18.5% | -49.2% |
| All | -44.8% | -63.5% | +18.7% | -49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling