+250.4%
LUV vs IOVA
-91.7%
+342.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.4% |
| 7D | +3.1% | +5.1% | -2.0% | +3.0% |
| 30D | -17.4% | +37.2% | -54.6% | -18.1% |
| 3M | -4.9% | +117.5% | -122.4% | -6.9% |
| 6M | -5.7% | +69.6% | -75.3% | -7.3% |
| YTD | -5.2% | +218.7% | -223.9% | -8.4% |
| 1Y | +24.1% | +265.5% | -241.4% | +19.3% |
| 3Y | +39.6% | +46.2% | -6.6% | +34.6% |
| 5Y | -12.5% | -63.2% | +50.8% | -14.7% |
| 10Y | +12.9% | +6.1% | +6.8% | +8.3% |
| All | +250.4% | -91.7% | +342.2% | +220.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling