+1,729.2%
NDAQ vs IOVA
-91.6%
+1,820.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -1.9% |
| 7D | -2.4% | +9.7% | -12.2% | -2.6% |
| 30D | +2.5% | +102.5% | -100.1% | +1.2% |
| 3M | +9.9% | +100.7% | -90.8% | +8.5% |
| 6M | +9.4% | +106.3% | -96.9% | +7.8% |
| YTD | +0.4% | +222.0% | -221.6% | -1.8% |
| 1Y | +4.0% | +299.5% | -295.5% | +1.2% |
| 3Y | +94.4% | +42.9% | +51.5% | +89.5% |
| 5Y | +56.7% | -65.0% | +121.7% | +54.0% |
| 10Y | +375.3% | +10.3% | +365.0% | +361.6% |
| All | +1,729.2% | -91.6% | +1,820.8% | +1,628.6% |
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