+14.9%
O vs IOVA
-64.9%
+79.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.8% |
| 7D | -0.7% | +9.7% | -10.5% | -1.0% |
| 30D | -1.9% | +102.5% | -104.4% | -4.1% |
| 3M | +3.8% | +100.7% | -96.8% | +1.3% |
| 6M | -4.7% | +106.3% | -111.1% | -7.5% |
| YTD | +12.5% | +222.0% | -209.5% | +7.4% |
| 1Y | +10.8% | +299.5% | -288.7% | +4.7% |
| 3Y | +28.8% | +42.9% | -14.1% | +20.8% |
| All | +14.9% | -64.9% | +79.8% | +9.5% |
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