+526.5%
P vs IOVA
+36.0%
+490.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.3% | +4.4% |
| 7D | -4.7% | -7.0% | +2.3% | -3.6% |
| 30D | -31.4% | -44.4% | +13.0% | -26.8% |
| 3M | -2.6% | +24.7% | -27.3% | -7.3% |
| 6M | +21.9% | +118.6% | -96.7% | +5.7% |
| YTD | +58.9% | +196.3% | -137.4% | +29.3% |
| 1Y | +21.7% | +205.3% | -183.5% | -2.1% |
| 3Y | +193.3% | +103.8% | +89.5% | +111.8% |
| 5Y | +275.1% | -65.6% | +340.7% | +225.1% |
| 10Y | +655.3% | +6.4% | +648.9% | +413.8% |
| All | +526.5% | +36.0% | +490.5% | +325.6% |
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