+652.6%
P vs IOVA
+12.2%
+640.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.7% |
| 7D | -13.3% | -8.5% | -4.8% | -12.2% |
| 30D | -34.0% | -44.7% | +10.7% | -29.5% |
| 3M | +4.1% | +26.2% | -22.2% | -1.0% |
| 6M | +30.5% | +123.2% | -92.7% | +12.9% |
| YTD | +52.2% | +196.0% | -143.8% | +23.9% |
| 1Y | +10.3% | +240.9% | -230.6% | -12.7% |
| 3Y | +180.9% | +103.5% | +77.3% | +102.2% |
| 5Y | +259.7% | -65.5% | +325.2% | +212.9% |
| 10Y | +652.6% | +7.0% | +645.6% | +448.2% |
| All | +652.6% | +12.2% | +640.4% | +448.2% |
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