+46.3%
LYB vs IOVA
+9.7%
+36.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.7% | -6.6% | -1.4% |
| 7D | +0.3% | -2.2% | +2.4% | +0.4% |
| 30D | +2.5% | +27.6% | -25.1% | +0.3% |
| 3M | +1.4% | +117.2% | -115.8% | -5.9% |
| 6M | -3.5% | +77.7% | -81.2% | -9.9% |
| YTD | +52.0% | +215.0% | -163.0% | +33.7% |
| 1Y | +22.1% | +255.4% | -233.3% | +5.2% |
| 3Y | -22.8% | +42.6% | -65.4% | -33.6% |
| 5Y | -3.4% | -62.2% | +58.9% | -11.9% |
| All | +46.3% | +9.7% | +36.6% | +18.8% |
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