+315.2%
IVV vs IOVA
+9.2%
+306.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.5% |
| 7D | +0.1% | +9.7% | -9.6% | -0.5% |
| 30D | +0.1% | +102.5% | -102.5% | -5.2% |
| 3M | +2.0% | +100.7% | -98.7% | -3.8% |
| 6M | +13.0% | +106.3% | -93.3% | +5.7% |
| YTD | +13.6% | +222.0% | -208.4% | +2.3% |
| 1Y | +20.1% | +299.5% | -279.5% | +5.6% |
| 3Y | +77.6% | +42.9% | +34.7% | +56.1% |
| 5Y | +82.5% | -65.0% | +147.5% | +70.6% |
| All | +315.2% | +9.2% | +306.0% | +252.3% |
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