+278.9%
O vs IOVA
-92.3%
+371.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.9% | -4.6% | -0.8% |
| 7D | +3.7% | -5.2% | +8.9% | +3.7% |
| 30D | +11.2% | -37.8% | +49.0% | +11.6% |
| 3M | -4.0% | +29.5% | -33.4% | -4.4% |
| 6M | -5.2% | +96.6% | -101.8% | -6.2% |
| YTD | +9.5% | +194.5% | -185.0% | +7.7% |
| 1Y | +10.6% | +248.1% | -237.5% | +8.6% |
| 3Y | +38.1% | +86.1% | -48.0% | +35.2% |
| 5Y | +10.2% | -67.8% | +78.1% | +8.7% |
| 10Y | +71.4% | +38.6% | +32.8% | +68.3% |
| All | +278.9% | -92.3% | +371.3% | +275.3% |
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