+425.7%
META vs IOVA
+28.7%
+397.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.6% | +3.5% | +5.0% |
| 7D | +5.7% | +1.9% | +3.8% | +5.5% |
| 30D | -10.8% | -44.1% | +33.4% | -6.7% |
| 3M | +8.4% | +28.9% | -20.5% | +3.5% |
| 6M | +5.4% | +125.7% | -120.3% | -6.6% |
| YTD | -2.6% | +199.3% | -201.9% | -17.6% |
| 1Y | +3.5% | +255.2% | -251.7% | -14.5% |
| 3Y | +102.0% | +106.8% | -4.8% | +56.2% |
| 5Y | +93.1% | -67.1% | +160.1% | +73.6% |
| 10Y | +425.7% | +16.7% | +408.9% | +296.9% |
| All | +425.7% | +28.7% | +397.0% | +296.9% |
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