+497.1%
IT vs IOVA
-91.6%
+588.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.0% | -5.7% | -4.6% |
| 7D | -6.0% | +9.7% | -15.8% | -6.2% |
| 30D | 0.0% | +102.5% | -102.5% | -1.6% |
| 3M | +13.1% | +100.7% | -87.6% | +11.1% |
| 6M | +11.7% | +106.3% | -94.6% | +9.4% |
| YTD | -26.1% | +222.0% | -248.1% | -28.4% |
| 1Y | -21.3% | +299.5% | -320.8% | -24.2% |
| 3Y | -46.7% | +42.9% | -89.7% | -48.5% |
| 5Y | -40.5% | -65.0% | +24.5% | -41.9% |
| 10Y | +103.9% | +10.3% | +93.6% | +95.2% |
| All | +497.1% | -91.6% | +588.7% | +452.9% |
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