+404.3%
META vs IOVA
+34.0%
+370.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.9% | -3.0% | +0.5% |
| 7D | -0.8% | -5.2% | +4.4% | -0.4% |
| 30D | -15.4% | -37.8% | +22.4% | -12.5% |
| 3M | +3.5% | +29.5% | -26.0% | -1.2% |
| 6M | -0.3% | +96.6% | -96.9% | -10.4% |
| YTD | -7.3% | +194.5% | -201.8% | -21.5% |
| 1Y | -1.1% | +248.1% | -249.1% | -18.0% |
| 3Y | +95.1% | +86.1% | +8.9% | +52.9% |
| 5Y | +80.6% | -67.8% | +148.4% | +62.7% |
| All | +404.3% | +34.0% | +370.3% | +283.9% |
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 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