+901.5%
LITE vs IOVA
-64.9%
+966.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.0% |
| 3M | -6.8% | +100.7% | -107.4% | -15.6% |
| 6M | +29.4% | +106.3% | -76.9% | +15.6% |
| YTD | +139.1% | +222.0% | -82.9% | +100.4% |
| 1Y | +521.0% | +299.5% | +221.5% | +403.1% |
| 3Y | +1,535.3% | +42.9% | +1,492.4% | +1,227.9% |
| All | +901.5% | -64.9% | +966.4% | +777.0% |
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