+282.1%
O vs IOVA
-92.3%
+374.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.1% |
| 7D | +3.5% | -8.5% | +12.0% | +3.6% |
| 30D | +10.4% | -44.7% | +55.2% | +10.9% |
| 3M | -2.4% | +26.2% | -28.7% | -2.9% |
| 6M | -1.2% | +123.2% | -124.4% | -2.4% |
| YTD | +10.4% | +196.0% | -185.6% | +8.6% |
| 1Y | +11.4% | +240.9% | -229.5% | +9.4% |
| 3Y | +40.4% | +103.5% | -63.1% | +37.4% |
| 5Y | +12.1% | -65.5% | +77.6% | +10.6% |
| 10Y | +82.7% | +7.0% | +75.7% | +79.4% |
| All | +282.1% | -92.3% | +374.4% | +278.5% |
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 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