+1,511.3%
META vs IOVA
-81.3%
+1,592.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.9% | -3.0% | +0.7% |
| 7D | -0.8% | -5.2% | +4.4% | -0.6% |
| 30D | -15.4% | -37.8% | +22.4% | -14.4% |
| 3M | +3.5% | +29.5% | -26.0% | +1.9% |
| 6M | -0.3% | +96.6% | -96.9% | -3.8% |
| YTD | -7.3% | +194.5% | -201.8% | -12.2% |
| 1Y | -1.1% | +248.1% | -249.1% | -7.0% |
| 3Y | +95.1% | +86.1% | +8.9% | +81.9% |
| 5Y | +80.6% | -67.8% | +148.4% | +74.1% |
| 10Y | +410.1% | +38.6% | +371.5% | +369.3% |
| All | +1,511.3% | -81.3% | +1,592.6% | +1,278.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling