+185.1%
ITW vs IOVA
+3.8%
+181.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +0.7% |
| 7D | -2.4% | -6.4% | +4.1% | -2.0% |
| 30D | -9.5% | +25.4% | -35.0% | -10.8% |
| 3M | +6.6% | +115.3% | -108.7% | +1.0% |
| 6M | -1.8% | +56.5% | -58.3% | -5.7% |
| YTD | +9.0% | +198.2% | -189.2% | -0.1% |
| 1Y | +3.6% | +242.0% | -238.5% | -6.6% |
| 3Y | +19.4% | +36.8% | -17.4% | +7.1% |
| 5Y | +36.4% | -64.3% | +100.6% | +28.1% |
| All | +185.1% | +3.8% | +181.3% | +136.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling