+17.5%
LUV vs IOVA
+9.7%
+7.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.7% | -4.2% | +0.9% |
| 7D | -1.0% | -2.2% | +1.2% | -0.8% |
| 30D | -12.4% | +27.6% | -39.9% | -14.4% |
| 3M | -11.0% | +117.2% | -128.2% | -18.1% |
| 6M | -5.0% | +77.7% | -82.7% | -11.5% |
| YTD | -3.8% | +215.0% | -218.8% | -15.7% |
| 1Y | +25.9% | +255.4% | -229.5% | +8.0% |
| 3Y | +42.2% | +42.6% | -0.4% | +21.9% |
| 5Y | -10.8% | -62.2% | +51.5% | -19.2% |
| All | +17.5% | +9.7% | +7.8% | +2.6% |
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 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