+730.0%
IVV vs IOVA
-92.3%
+822.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.9% | -3.5% | +0.3% |
| 7D | -2.7% | -5.2% | +2.5% | -2.6% |
| 30D | -5.4% | -37.8% | +32.4% | -4.8% |
| 3M | -4.1% | +29.5% | -33.5% | -4.8% |
| 6M | +0.7% | +96.6% | -95.8% | -1.1% |
| YTD | +8.7% | +194.5% | -185.8% | +5.8% |
| 1Y | +11.0% | +248.1% | -237.1% | +7.5% |
| 3Y | +75.4% | +86.1% | -10.7% | +69.3% |
| 5Y | +68.3% | -67.8% | +136.2% | +64.8% |
| 10Y | +315.5% | +38.6% | +276.9% | +299.9% |
| All | +730.0% | -92.3% | +822.4% | +678.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling