+229.7%
LDOS vs IOVA
+5.1%
+224.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.6% | -2.4% |
| 7D | -1.3% | -7.0% | +5.7% | -1.0% |
| 30D | +10.1% | -44.4% | +54.5% | +12.8% |
| 3M | -4.7% | +24.7% | -29.3% | -7.1% |
| 6M | +5.6% | +118.6% | -113.1% | -1.1% |
| YTD | -25.1% | +196.3% | -221.4% | -31.7% |
| 1Y | -31.7% | +205.3% | -237.0% | -37.9% |
| 3Y | +33.7% | +103.8% | -70.1% | +16.2% |
| 5Y | +54.4% | -65.6% | +119.9% | +44.9% |
| All | +229.7% | +5.1% | +224.6% | +176.4% |
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