+0.6%
LOW vs IOVA
+235.7%
-235.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +1.0% | -7.0% | +8.0% | +0.8% |
| 30D | +25.6% | -44.4% | +70.0% | +24.7% |
| 3M | +5.3% | +24.7% | -19.3% | +4.5% |
| 6M | +3.7% | +118.6% | -114.9% | +2.6% |
| YTD | -1.9% | +196.3% | -198.2% | -0.8% |
| 1Y | +0.6% | +205.3% | -204.7% | +1.5% |
| All | +0.6% | +235.7% | -235.1% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling