+516.2%
LYB vs IOVA
-92.0%
+608.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | 0.0% |
| 7D | -3.1% | -2.2% | -0.9% | -3.0% |
| 30D | +4.0% | +31.7% | -27.7% | +3.3% |
| 3M | +2.4% | +117.3% | -114.9% | +0.2% |
| 6M | -1.4% | +55.8% | -57.3% | -3.1% |
| YTD | +53.9% | +208.8% | -154.8% | +48.4% |
| 1Y | +26.1% | +255.7% | -229.6% | +20.8% |
| 3Y | -21.0% | +41.7% | -62.7% | -24.1% |
| 5Y | -0.7% | -64.9% | +64.2% | -3.4% |
| 10Y | +49.3% | +6.3% | +42.9% | +41.6% |
| All | +516.2% | -92.0% | +608.2% | +457.2% |
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 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