+171.3%
LII vs IOVA
+9.2%
+162.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.1% | +1.1% |
| 7D | -0.7% | +9.7% | -10.5% | -1.3% |
| 30D | -12.6% | +102.5% | -115.1% | -17.1% |
| 3M | -24.4% | +100.7% | -125.1% | -28.6% |
| 6M | -28.7% | +106.3% | -135.0% | -33.3% |
| YTD | -19.1% | +222.0% | -241.1% | -27.2% |
| 1Y | -29.7% | +299.5% | -329.2% | -38.1% |
| 3Y | +4.8% | +42.9% | -38.1% | -6.8% |
| 5Y | +24.6% | -65.0% | +89.5% | +15.8% |
| All | +171.3% | +9.2% | +162.1% | +137.7% |
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