+79.1%
META vs IOVA
-67.8%
+146.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -11.0% | +7.1% | -3.1% |
| 7D | -3.1% | -19.0% | +15.9% | -1.6% |
| 30D | -18.1% | -40.3% | +22.2% | -15.5% |
| 3M | +2.9% | +78.3% | -75.5% | -4.5% |
| 6M | +0.2% | +94.5% | -94.3% | -8.6% |
| YTD | -8.1% | +183.5% | -191.6% | -20.2% |
| 1Y | -4.5% | +327.6% | -332.2% | -20.9% |
| 3Y | +94.2% | +83.8% | +10.3% | +53.3% |
| 5Y | +79.1% | -69.0% | +148.1% | +53.2% |
| All | +79.1% | -67.8% | +146.8% | +53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling