+518.2%
IT vs IOVA
-92.3%
+610.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.0% | +2.2% |
| 7D | -6.8% | -7.0% | +0.2% | -6.7% |
| 30D | -0.6% | -44.4% | +43.9% | +0.3% |
| 3M | +3.1% | +24.7% | -21.6% | +2.1% |
| 6M | +25.5% | +118.6% | -93.2% | +22.5% |
| YTD | -23.5% | +196.3% | -219.8% | -26.0% |
| 1Y | -16.6% | +205.3% | -221.9% | -19.5% |
| 3Y | -53.1% | +103.8% | -156.9% | -55.1% |
| 5Y | -41.4% | -65.6% | +24.1% | -42.9% |
| 10Y | +90.9% | +6.4% | +84.5% | +82.3% |
| All | +518.2% | -92.3% | +610.5% | +471.0% |
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