+53.8%
NDAQ vs IOVA
-63.5%
+117.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.9% |
| 7D | -2.6% | +5.1% | -7.6% | -2.8% |
| 30D | +0.5% | +37.2% | -36.7% | -0.9% |
| 3M | +9.9% | +117.5% | -107.6% | +5.6% |
| 6M | +8.2% | +69.6% | -61.4% | +4.8% |
| YTD | -1.5% | +218.7% | -220.2% | -7.8% |
| 1Y | +1.3% | +265.5% | -264.2% | -6.1% |
| 3Y | +92.6% | +46.2% | +46.4% | +77.4% |
| 5Y | +53.8% | -63.2% | +117.1% | +45.2% |
| All | +53.8% | -63.5% | +117.3% | +45.2% |
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