+29.6%
LUV vs IOVA
+299.5%
-270.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.3% | +2.3% |
| 7D | +0.4% | +9.7% | -9.3% | +0.3% |
| 30D | -18.4% | +102.5% | -120.9% | -20.2% |
| 3M | -3.2% | +100.7% | -103.9% | -5.6% |
| 6M | -14.8% | +106.3% | -121.2% | -17.2% |
| YTD | -2.9% | +222.0% | -224.8% | -5.0% |
| 1Y | +29.6% | +299.5% | -270.0% | +26.6% |
| All | +29.6% | +299.5% | -270.0% | +26.6% |
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