+550.0%
LNG vs IOVA
+9.7%
+540.3%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.7% | -5.5% | -0.1% |
| 7D | -4.7% | -2.2% | -2.5% | -4.6% |
| 30D | +3.8% | +27.6% | -23.8% | +2.5% |
| 3M | +16.2% | +117.2% | -101.0% | +11.1% |
| 6M | +11.7% | +77.7% | -66.0% | +7.4% |
| YTD | +44.2% | +215.0% | -170.8% | +33.8% |
| 1Y | +18.6% | +255.4% | -236.8% | +8.7% |
| 3Y | +77.4% | +42.6% | +34.8% | +60.5% |
| 5Y | +232.3% | -62.2% | +294.5% | +215.6% |
| All | +550.0% | +9.7% | +540.3% | +449.5% |
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