-8.9%
LEN vs IOVA
-65.6%
+56.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -6.4% | -7.0% | +0.7% | -5.9% |
| 30D | +15.6% | -44.4% | +60.1% | +19.6% |
| 3M | -0.8% | +24.7% | -25.4% | -4.6% |
| 6M | +0.4% | +118.6% | -118.3% | -9.4% |
| YTD | -14.1% | +196.3% | -210.5% | -26.0% |
| 1Y | -29.6% | +205.3% | -234.9% | -39.8% |
| 3Y | -23.1% | +103.8% | -126.9% | -37.8% |
| 5Y | -8.9% | -65.6% | +56.7% | -22.1% |
| All | -8.9% | -65.6% | +56.7% | -22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling