+3.2%
ITW vs IOVA
+259.8%
-256.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.7% | -4.5% | +1.2% |
| 7D | -0.7% | -2.2% | +1.4% | -0.7% |
| 30D | -8.3% | +27.6% | -35.9% | -8.2% |
| 3M | +6.0% | +117.2% | -111.1% | +6.3% |
| 6M | 0.0% | +77.7% | -77.7% | 0.0% |
| YTD | +10.2% | +215.0% | -204.8% | +11.1% |
| 1Y | +3.2% | +255.4% | -252.2% | +4.9% |
| All | +3.2% | +259.8% | -256.6% | +4.9% |
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 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