+1,008.1%
LII vs IOVA
-91.6%
+1,099.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.1% | +1.1% |
| 7D | -0.7% | +9.7% | -10.5% | -0.9% |
| 30D | -12.6% | +102.5% | -115.1% | -14.0% |
| 3M | -24.4% | +100.7% | -125.1% | -25.7% |
| 6M | -28.7% | +106.3% | -135.0% | -30.1% |
| YTD | -19.1% | +222.0% | -241.1% | -21.6% |
| 1Y | -29.7% | +299.5% | -329.2% | -32.2% |
| 3Y | +4.8% | +42.9% | -38.1% | +1.4% |
| 5Y | +24.6% | -65.0% | +89.5% | +21.8% |
| 10Y | +169.2% | +10.3% | +158.9% | +157.5% |
| All | +1,008.1% | -91.6% | +1,099.7% | +903.0% |
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 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