+22.9%
ITW vs IOVA
+362.8%
-339.9%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.8% | +2.3% |
| 7D | +6.3% | -41.3% | +47.6% | +5.2% |
| 30D | +11.1% | -38.5% | +49.6% | +10.1% |
| 3M | +0.1% | +99.5% | -99.4% | +1.0% |
| 6M | +18.1% | +126.0% | -107.9% | +19.0% |
| YTD | +21.4% | +218.7% | -197.3% | +24.3% |
| 1Y | +22.9% | +378.0% | -355.1% | +26.6% |
| All | +22.9% | +362.8% | -339.9% | +26.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling