+505.1%
IT vs IOVA
-92.3%
+597.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -1.1% |
| 7D | -7.5% | -8.5% | +1.0% | -7.3% |
| 30D | -1.2% | -44.7% | +43.6% | -0.3% |
| 3M | -2.2% | +26.2% | -28.5% | -3.1% |
| 6M | +19.1% | +123.2% | -104.1% | +16.2% |
| YTD | -25.1% | +196.0% | -221.1% | -27.6% |
| 1Y | -17.4% | +240.9% | -258.3% | -20.4% |
| 3Y | -54.1% | +103.5% | -157.6% | -56.0% |
| 5Y | -42.7% | -65.5% | +22.8% | -44.1% |
| 10Y | +88.1% | +7.0% | +81.1% | +79.6% |
| All | +505.1% | -92.3% | +597.4% | +459.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling