+557.2%
LEN vs IOVA
-91.6%
+648.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.1% | -1.1% |
| 7D | -3.2% | +9.7% | -12.9% | -3.4% |
| 30D | -4.9% | +102.5% | -107.4% | -6.7% |
| 3M | -8.5% | +100.7% | -109.2% | -10.3% |
| 6M | -20.7% | +106.3% | -127.0% | -22.4% |
| YTD | -17.4% | +222.0% | -239.4% | -20.3% |
| 1Y | -38.2% | +299.5% | -337.8% | -40.8% |
| 3Y | -24.9% | +42.9% | -67.8% | -27.6% |
| 5Y | -11.4% | -65.0% | +53.5% | -13.6% |
| 10Y | +110.0% | +10.3% | +99.7% | +102.3% |
| All | +557.2% | -91.6% | +648.8% | +523.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling