+5.7%
LVS vs IOVA
-64.1%
+69.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -1.2% |
| 7D | -2.7% | -2.2% | -0.5% | -2.5% |
| 30D | -4.7% | +31.7% | -36.4% | -7.0% |
| 3M | -15.6% | +117.3% | -132.8% | -21.7% |
| 6M | -18.6% | +55.8% | -74.5% | -23.0% |
| YTD | -32.3% | +208.8% | -241.1% | -40.3% |
| 1Y | -18.0% | +255.7% | -273.7% | -29.5% |
| 3Y | -5.8% | +41.7% | -47.5% | -21.7% |
| 5Y | +5.7% | -64.9% | +70.6% | +0.3% |
| All | +5.7% | -64.1% | +69.9% | +0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling