-11.8%
LVS vs IOVA
-0.9%
-10.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.7% | +3.4% | -1.8% |
| 7D | -3.9% | -1.4% | -2.5% | -3.8% |
| 30D | +7.1% | -47.4% | +54.4% | +11.6% |
| 3M | -13.2% | +13.2% | -26.4% | -16.0% |
| 6M | -22.8% | +114.3% | -137.1% | -30.5% |
| YTD | -38.0% | +179.5% | -217.5% | -46.5% |
| 1Y | -39.5% | +200.4% | -239.9% | -48.3% |
| 3Y | -12.2% | +92.2% | -104.4% | -30.2% |
| 5Y | +6.4% | -63.8% | +70.2% | -5.1% |
| All | -11.8% | -0.9% | -10.9% | -33.7% |
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 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