+284.7%
P vs IOVA
-63.3%
+348.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -2.1% |
| 7D | +11.6% | -3.5% | +15.1% | +11.9% |
| 30D | -23.7% | -45.4% | +21.7% | -20.6% |
| 3M | -8.0% | +19.0% | -27.0% | -10.1% |
| 6M | +27.9% | +112.0% | -84.1% | +18.3% |
| YTD | +61.2% | +184.2% | -123.1% | +43.8% |
| 1Y | +28.6% | +222.0% | -193.4% | +13.2% |
| 3Y | +200.5% | +92.6% | +107.9% | +149.1% |
| All | +284.7% | -63.3% | +348.0% | +251.4% |
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