+68.3%
LVS vs IOVA
-92.6%
+160.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.0% | +2.7% |
| 7D | -0.8% | -3.5% | +2.6% | -0.8% |
| 30D | +10.0% | -45.4% | +55.4% | +11.3% |
| 3M | -11.0% | +19.0% | -30.1% | -11.9% |
| 6M | -20.1% | +112.0% | -132.2% | -22.4% |
| YTD | -36.3% | +184.2% | -220.6% | -38.8% |
| 1Y | -36.8% | +222.0% | -258.8% | -39.5% |
| 3Y | -9.5% | +92.6% | -102.1% | -14.2% |
| 5Y | +9.3% | -63.2% | +72.5% | +6.0% |
| 10Y | -11.0% | +2.1% | -13.1% | -15.6% |
| All | +68.3% | -92.6% | +160.9% | +51.9% |
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