+38.1%
O vs IOVA
+85.3%
-47.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.9% | -4.6% | -0.8% |
| 7D | +3.7% | -5.2% | +8.9% | +3.8% |
| 30D | +11.2% | -37.8% | +49.0% | +11.9% |
| 3M | -4.0% | +29.5% | -33.4% | -5.3% |
| 6M | -5.2% | +96.6% | -101.8% | -7.9% |
| YTD | +9.5% | +194.5% | -185.0% | +4.8% |
| 1Y | +10.6% | +248.1% | -237.5% | +5.1% |
| 3Y | +38.1% | +86.1% | -48.0% | +20.1% |
| All | +38.1% | +85.3% | -47.1% | +20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling