+898.9%
LII vs IOVA
-92.3%
+991.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -2.3% | -7.0% | +4.7% | -2.2% |
| 30D | -1.7% | -44.4% | +42.8% | -0.8% |
| 3M | -18.3% | +24.7% | -42.9% | -19.0% |
| 6M | -32.3% | +118.6% | -151.0% | -33.9% |
| YTD | -27.1% | +196.3% | -223.4% | -29.5% |
| 1Y | -27.2% | +205.3% | -232.5% | -29.7% |
| 3Y | -8.9% | +103.8% | -112.7% | -12.6% |
| 5Y | +19.7% | -65.6% | +85.2% | +16.6% |
| 10Y | +168.9% | +6.4% | +162.4% | +156.5% |
| All | +898.9% | -92.3% | +991.2% | +801.8% |
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