+20.0%
IWM vs IOVA
-67.9%
+87.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.9% | -2.9% | +0.7% |
| 7D | -2.0% | -5.2% | +3.2% | -1.7% |
| 30D | -1.5% | -37.8% | +36.3% | +1.5% |
| 3M | -8.0% | +29.5% | -37.5% | -11.9% |
| 6M | -4.1% | +96.6% | -100.7% | -13.0% |
| YTD | +11.9% | +194.5% | -182.6% | -3.9% |
| 1Y | +15.0% | +248.1% | -233.0% | -3.3% |
| 3Y | +64.2% | +86.1% | -21.9% | +33.7% |
| All | +20.0% | -67.9% | +87.9% | +11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling