+75.9%
LNG vs IOVA
+41.0%
+34.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | 0.0% |
| 7D | -6.7% | -2.2% | -4.5% | -6.7% |
| 30D | +3.9% | +31.7% | -27.9% | +3.6% |
| 3M | +15.5% | +117.3% | -101.8% | +14.7% |
| 6M | +10.5% | +55.8% | -45.3% | +10.1% |
| YTD | +43.0% | +208.8% | -165.8% | +41.5% |
| 1Y | +18.9% | +255.7% | -236.8% | +17.3% |
| All | +75.9% | +41.0% | +34.9% | +79.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling