-26.5%
LEN vs IOVA
+50.0%
-76.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.0% | -2.8% | -3.8% |
| 7D | -2.9% | +5.1% | -7.9% | -3.2% |
| 30D | -8.9% | +37.2% | -46.1% | -11.0% |
| 3M | -10.9% | +117.5% | -128.4% | -16.8% |
| 6M | -19.7% | +69.6% | -89.3% | -24.0% |
| YTD | -20.6% | +218.7% | -239.3% | -29.4% |
| 1Y | -42.4% | +265.5% | -308.0% | -50.0% |
| 3Y | -26.5% | +46.2% | -72.8% | -39.1% |
| All | -26.5% | +50.0% | -76.5% | -39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling