+275.4%
LDOS vs IOVA
+9.5%
+265.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.5% |
| 7D | -5.4% | +9.7% | -15.1% | -5.9% |
| 30D | +4.9% | +102.5% | -97.6% | +0.3% |
| 3M | +7.2% | +100.7% | -93.5% | +2.1% |
| 6M | -24.2% | +106.3% | -130.6% | -28.3% |
| YTD | -25.8% | +222.0% | -247.8% | -31.9% |
| 1Y | -24.7% | +299.5% | -324.3% | -32.2% |
| 3Y | +39.3% | +42.9% | -3.6% | +24.9% |
| 5Y | +43.3% | -65.0% | +108.3% | +35.8% |
| All | +275.4% | +9.5% | +265.9% | +216.0% |
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