+26.6%
LOW vs IOVA
+103.0%
-76.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | -0.1% |
| 7D | +8.7% | -8.5% | +17.2% | +9.0% |
| 30D | +25.5% | -44.7% | +70.2% | +27.6% |
| 3M | +6.6% | +26.2% | -19.6% | +3.9% |
| 6M | +2.4% | +123.2% | -120.8% | -3.9% |
| YTD | -1.7% | +196.0% | -197.7% | -10.2% |
| 1Y | +1.7% | +240.9% | -239.2% | -8.1% |
| 3Y | +26.6% | +103.5% | -77.0% | +3.1% |
| All | +26.6% | +103.0% | -76.4% | +3.1% |
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