+9.0%
LOW vs IOVA
-63.0%
+72.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.7% |
| 7D | +0.4% | +5.1% | -4.7% | +0.1% |
| 30D | -10.1% | +37.2% | -47.3% | -11.8% |
| 3M | -2.9% | +117.5% | -120.4% | -8.1% |
| 6M | -19.4% | +69.6% | -89.0% | -23.0% |
| YTD | -15.4% | +218.7% | -234.1% | -22.9% |
| 1Y | -24.9% | +265.5% | -290.5% | -32.7% |
| 3Y | -7.8% | +46.2% | -54.0% | -17.8% |
| All | +9.0% | -63.0% | +72.0% | +0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling