+32.6%
NET vs IOVA
-65.2%
+97.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.4% |
| 7D | -16.4% | -41.3% | +24.9% | -11.1% |
| 30D | -25.8% | -38.5% | +12.7% | -21.8% |
| 3M | -11.5% | +99.5% | -111.1% | -23.3% |
| 6M | +18.9% | +126.0% | -107.1% | -0.8% |
| YTD | +35.2% | +218.7% | -183.5% | +4.2% |
| 1Y | +14.5% | +378.0% | -363.6% | -18.6% |
| 3Y | +313.8% | +106.7% | +207.2% | +164.1% |
| 5Y | +32.6% | -64.5% | +97.1% | +19.6% |
| All | +32.6% | -65.2% | +97.8% | +19.6% |
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 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