-29.6%
LEN vs IOVA
+235.7%
-265.3%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -6.4% | -7.0% | +0.7% | -6.5% |
| 30D | +15.6% | -44.4% | +60.1% | +14.6% |
| 3M | -0.8% | +24.7% | -25.4% | -0.3% |
| 6M | +0.4% | +118.6% | -118.3% | +1.8% |
| YTD | -14.1% | +196.3% | -210.5% | -7.3% |
| 1Y | -29.6% | +205.3% | -234.9% | -22.3% |
| All | -29.6% | +235.7% | -265.3% | -22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling