+170.6%
LII vs IOVA
+12.2%
+158.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.4% |
| 7D | +0.4% | -8.5% | +8.9% | +0.9% |
| 30D | -2.4% | -44.7% | +42.3% | +0.2% |
| 3M | -17.5% | +26.2% | -43.7% | -20.1% |
| 6M | -32.8% | +123.2% | -156.0% | -38.1% |
| YTD | -27.7% | +196.0% | -223.7% | -35.5% |
| 1Y | -28.1% | +240.9% | -269.0% | -36.7% |
| 3Y | -9.7% | +103.5% | -113.2% | -22.4% |
| 5Y | +19.5% | -65.5% | +85.0% | +9.7% |
| 10Y | +170.6% | +7.0% | +163.6% | +133.0% |
| All | +170.6% | +12.2% | +158.4% | +133.0% |
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