+62.6%
NDAQ vs IOVA
-67.9%
+130.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.9% | -3.6% | +0.1% |
| 7D | +0.8% | -5.2% | +6.0% | +1.0% |
| 30D | +16.5% | -37.8% | +54.3% | +18.0% |
| 3M | +13.5% | +29.5% | -16.0% | +11.2% |
| 6M | +20.9% | +96.6% | -75.6% | +15.5% |
| YTD | +11.4% | +194.5% | -183.1% | +3.7% |
| 1Y | +25.9% | +248.1% | -222.1% | +16.2% |
| 3Y | +119.9% | +86.1% | +33.7% | +98.5% |
| All | +62.6% | -67.9% | +130.5% | +57.1% |
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