+1,568.0%
LITE vs IOVA
-0.9%
+1,568.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.7% | +2.1% | -2.9% |
| 7D | +22.6% | -1.4% | +24.0% | +22.8% |
| 30D | -36.8% | -47.4% | +10.6% | -31.9% |
| 3M | -33.0% | +13.2% | -46.2% | -35.2% |
| 6M | -37.1% | +114.3% | -151.4% | -44.9% |
| YTD | +69.5% | +179.5% | -110.0% | +40.6% |
| 1Y | +146.1% | +200.4% | -54.3% | +102.1% |
| 3Y | +1,440.8% | +92.2% | +1,348.6% | +1,084.1% |
| 5Y | +580.4% | -63.8% | +644.2% | +493.6% |
| All | +1,568.0% | -0.9% | +1,568.9% | +1,021.8% |
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 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