+165.9%
LII vs IOVA
+0.8%
+165.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +1.0% |
| 7D | +2.9% | -3.5% | +6.4% | +3.1% |
| 30D | +0.9% | -45.4% | +46.3% | +3.6% |
| 3M | -15.5% | +19.0% | -34.5% | -17.9% |
| 6M | -30.2% | +112.0% | -142.2% | -35.5% |
| YTD | -26.8% | +184.2% | -211.1% | -34.6% |
| 1Y | -25.3% | +222.0% | -247.3% | -34.0% |
| 3Y | -7.8% | +92.6% | -100.3% | -20.5% |
| 5Y | +17.0% | -63.2% | +80.1% | +7.0% |
| All | +165.9% | +0.8% | +165.1% | +129.1% |
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 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