+686.6%
P vs IOVA
+34.0%
+652.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.9% | -0.3% | +3.0% |
| 7D | -23.8% | -5.2% | -18.6% | -23.1% |
| 30D | -36.6% | -37.8% | +1.1% | -33.4% |
| 3M | +10.9% | +29.5% | -18.6% | +5.0% |
| 6M | +30.0% | +96.6% | -66.6% | +14.1% |
| YTD | +44.4% | +194.5% | -150.1% | +17.5% |
| 1Y | +3.9% | +248.1% | -244.1% | -18.1% |
| 3Y | +176.6% | +86.1% | +90.5% | +101.7% |
| 5Y | +249.3% | -67.8% | +317.1% | +207.9% |
| All | +686.6% | +34.0% | +652.6% | +425.9% |
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