+800.2%
LNG vs IOVA
+0.8%
+799.5%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.3% |
| 7D | +11.3% | -3.5% | +14.8% | +11.5% |
| 30D | +10.6% | -45.4% | +56.0% | +12.7% |
| 3M | +16.1% | +19.0% | -2.9% | +13.6% |
| 6M | +29.6% | +112.0% | -82.5% | +22.3% |
| YTD | +60.3% | +184.2% | -123.9% | +47.7% |
| 1Y | +46.1% | +222.0% | -175.9% | +33.5% |
| 3Y | +85.9% | +92.6% | -6.6% | +63.1% |
| 5Y | +210.8% | -63.2% | +274.0% | +191.8% |
| All | +800.2% | +0.8% | +799.5% | +633.8% |
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