+233.8%
LOW vs IOVA
+4.5%
+229.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.9% |
| 7D | -0.6% | -2.2% | +1.6% | -0.4% |
| 30D | -9.3% | +31.7% | -41.0% | -11.4% |
| 3M | -8.1% | +117.3% | -125.3% | -14.8% |
| 6M | -19.8% | +55.8% | -75.6% | -24.1% |
| YTD | -16.4% | +208.8% | -225.2% | -26.1% |
| 1Y | -24.7% | +255.7% | -280.4% | -34.9% |
| 3Y | -8.8% | +41.7% | -50.5% | -21.9% |
| 5Y | +7.8% | -64.9% | +72.7% | -0.6% |
| 10Y | +233.8% | +6.3% | +227.5% | +174.9% |
| All | +233.8% | +4.5% | +229.4% | +174.9% |
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