+2,331.0%
LITE vs IOVA
+9.5%
+2,321.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.0% | +3.9% |
| 7D | -1.5% | +9.7% | -11.3% | -2.7% |
| 30D | +6.7% | +102.5% | -95.9% | -3.6% |
| 3M | -6.8% | +100.7% | -107.4% | -16.2% |
| 6M | +29.4% | +106.3% | -76.9% | +14.7% |
| YTD | +139.1% | +222.0% | -82.9% | +97.9% |
| 1Y | +521.0% | +299.5% | +221.5% | +395.6% |
| 3Y | +1,535.3% | +42.9% | +1,492.4% | +1,218.1% |
| 5Y | +889.8% | -65.0% | +954.8% | +779.2% |
| All | +2,331.0% | +9.5% | +2,321.6% | +1,600.9% |
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