+5.0%
LVS vs IOVA
-63.3%
+68.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.0% | +2.6% |
| 7D | -0.8% | -3.5% | +2.6% | -0.6% |
| 30D | +10.0% | -45.4% | +55.4% | +13.7% |
| 3M | -11.0% | +19.0% | -30.1% | -14.0% |
| 6M | -20.1% | +112.0% | -132.2% | -27.2% |
| YTD | -36.3% | +184.2% | -220.6% | -44.4% |
| 1Y | -36.8% | +222.0% | -258.8% | -45.6% |
| 3Y | -9.5% | +92.6% | -102.1% | -28.8% |
| All | +5.0% | -63.3% | +68.2% | -4.2% |
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