+444.1%
META vs IOVA
+7.0%
+437.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.1% |
| 7D | +3.3% | -8.5% | +11.8% | +4.1% |
| 30D | -10.8% | -44.7% | +34.0% | -6.6% |
| 3M | +7.9% | +26.2% | -18.4% | +3.2% |
| 6M | +5.4% | +123.2% | -117.8% | -6.5% |
| YTD | -2.6% | +196.0% | -198.6% | -17.6% |
| 1Y | +1.9% | +240.9% | -239.1% | -15.5% |
| 3Y | +97.0% | +103.5% | -6.6% | +52.4% |
| 5Y | +97.6% | -65.5% | +163.1% | +76.5% |
| All | +444.1% | +7.0% | +437.0% | +312.0% |
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