+109.1%
LEN vs IOVA
+4.5%
+104.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +0.8% |
| 7D | -3.4% | -2.2% | -1.2% | -3.2% |
| 30D | -5.7% | +31.7% | -37.4% | -8.3% |
| 3M | -12.2% | +117.3% | -129.5% | -19.9% |
| 6M | -18.3% | +55.8% | -74.1% | -23.5% |
| YTD | -20.2% | +208.8% | -229.0% | -31.2% |
| 1Y | -40.1% | +255.7% | -295.8% | -49.7% |
| 3Y | -26.2% | +41.7% | -67.9% | -38.0% |
| 5Y | -9.8% | -64.9% | +55.1% | -18.1% |
| 10Y | +109.1% | +6.3% | +102.8% | +81.3% |
| All | +109.1% | +4.5% | +104.7% | +81.3% |
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