+166.9%
IWM vs IOVA
+6.6%
+160.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.3% |
| 7D | +1.4% | +5.1% | -3.7% | +0.9% |
| 30D | -2.3% | +37.2% | -39.5% | -5.8% |
| 3M | +4.0% | +117.5% | -113.5% | -6.0% |
| 6M | +17.9% | +69.6% | -51.7% | +8.5% |
| YTD | +20.2% | +218.7% | -198.5% | +1.9% |
| 1Y | +25.0% | +265.5% | -240.6% | +3.1% |
| 3Y | +66.0% | +46.2% | +19.8% | +36.5% |
| 5Y | +40.0% | -63.2% | +103.3% | +25.8% |
| 10Y | +166.9% | +6.1% | +160.8% | +101.4% |
| All | +166.9% | +6.6% | +160.2% | +101.4% |
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