+40.2%
LUV vs IOVA
+41.0%
-0.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.3% |
| 7D | +0.7% | -2.2% | +2.9% | +0.8% |
| 30D | -13.4% | +31.7% | -45.2% | -15.5% |
| 3M | -9.6% | +117.3% | -126.9% | -16.3% |
| 6M | -8.9% | +55.8% | -64.7% | -13.9% |
| YTD | -5.2% | +208.8% | -213.9% | -16.2% |
| 1Y | +27.0% | +255.7% | -228.7% | +9.7% |
| All | +40.2% | +41.0% | -0.8% | +13.7% |
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