+146.2%
LEN vs IOVA
+7.2%
+139.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -6.4% | -7.0% | +0.7% | -5.8% |
| 30D | +15.6% | -44.4% | +60.1% | +20.3% |
| 3M | -0.8% | +24.7% | -25.4% | -5.0% |
| 6M | +0.4% | +118.6% | -118.3% | -10.5% |
| YTD | -14.1% | +196.3% | -210.5% | -27.2% |
| 1Y | -29.6% | +205.3% | -234.9% | -40.8% |
| 3Y | -23.1% | +103.8% | -126.9% | -38.8% |
| 5Y | -8.9% | -65.6% | +56.7% | -18.5% |
| 10Y | +146.2% | +6.4% | +139.8% | +112.6% |
| All | +146.2% | +7.2% | +139.1% | +112.6% |
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