+55.3%
O vs IOVA
+4.5%
+50.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -1.4% |
| 7D | -2.3% | -2.2% | -0.1% | -2.2% |
| 30D | -2.4% | +31.7% | -34.2% | -3.7% |
| 3M | -0.6% | +117.3% | -117.9% | -4.6% |
| 6M | -5.0% | +55.8% | -60.8% | -7.8% |
| YTD | +10.4% | +208.8% | -198.4% | +3.2% |
| 1Y | +6.6% | +255.7% | -249.1% | -1.5% |
| 3Y | +28.4% | +41.7% | -13.3% | +17.6% |
| 5Y | +15.3% | -64.9% | +80.2% | +9.9% |
| 10Y | +55.3% | +6.3% | +49.0% | +48.9% |
| All | +55.3% | +4.5% | +50.8% | +48.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling