+195.0%
ITW vs IOVA
+0.8%
+194.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.2% |
| 7D | +2.3% | -3.5% | +5.8% | +2.5% |
| 30D | +6.7% | -45.4% | +52.1% | +9.3% |
| 3M | -0.5% | +19.0% | -19.6% | -2.9% |
| 6M | +16.4% | +112.0% | -95.6% | +8.8% |
| YTD | +19.0% | +184.2% | -165.3% | +8.0% |
| 1Y | +20.2% | +222.0% | -201.8% | +8.0% |
| 3Y | +33.1% | +92.6% | -59.5% | +15.7% |
| 5Y | +35.7% | -63.2% | +98.9% | +25.8% |
| All | +195.0% | +0.8% | +194.2% | +143.5% |
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