+301.3%
LOW vs IOVA
+7.2%
+294.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +1.0% | -7.0% | +8.0% | +1.4% |
| 30D | +25.6% | -44.4% | +70.0% | +29.7% |
| 3M | +5.3% | +24.7% | -19.3% | +1.4% |
| 6M | +3.7% | +118.6% | -114.9% | -5.9% |
| YTD | -1.9% | +196.3% | -198.2% | -14.5% |
| 1Y | +0.6% | +205.3% | -204.7% | -13.0% |
| 3Y | +26.4% | +103.8% | -77.4% | +3.3% |
| 5Y | +10.1% | -65.6% | +75.7% | +0.2% |
| 10Y | +301.3% | +6.4% | +294.8% | +227.0% |
| All | +301.3% | +7.2% | +294.1% | +227.0% |
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 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