+20.4%
LII vs IOVA
-67.9%
+88.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.9% | -5.8% | -2.2% |
| 7D | -0.6% | -5.2% | +4.6% | -0.4% |
| 30D | -4.6% | -37.8% | +33.2% | -2.9% |
| 3M | -21.2% | +29.5% | -50.7% | -24.0% |
| 6M | -36.4% | +96.6% | -133.0% | -41.1% |
| YTD | -28.9% | +194.5% | -223.4% | -37.0% |
| 1Y | -29.5% | +248.1% | -277.6% | -38.6% |
| 3Y | -8.6% | +86.1% | -94.7% | -22.0% |
| All | +20.4% | -67.9% | +88.4% | +6.0% |
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 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