+84.7%
META vs IOVA
-66.8%
+151.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.7% | +4.9% | -0.4% |
| 7D | +3.1% | -1.4% | +4.5% | +3.2% |
| 30D | -18.2% | -47.4% | +29.2% | -14.7% |
| 3M | +7.8% | +13.2% | -5.4% | +4.7% |
| 6M | +3.6% | +114.3% | -110.7% | -6.3% |
| YTD | -5.3% | +179.5% | -184.8% | -17.8% |
| 1Y | +2.7% | +200.4% | -197.6% | -11.7% |
| 3Y | +91.5% | +92.2% | -0.7% | +49.5% |
| 5Y | +84.7% | -63.8% | +148.5% | +68.5% |
| All | +84.7% | -66.8% | +151.5% | +68.5% |
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