+485.4%
P vs IOVA
+47.7%
+437.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.3% |
| 7D | +6.5% | +9.7% | -3.2% | +5.3% |
| 30D | +18.8% | +102.5% | -83.7% | +7.2% |
| 3M | +26.7% | +100.7% | -73.9% | +13.4% |
| 6M | +62.2% | +106.3% | -44.2% | +42.6% |
| YTD | +48.5% | +222.0% | -173.5% | +21.5% |
| 1Y | +26.4% | +299.5% | -273.2% | -1.7% |
| 3Y | +159.4% | +42.9% | +116.5% | +100.7% |
| 5Y | +275.8% | -65.0% | +340.8% | +230.6% |
| 10Y | +732.0% | +10.3% | +721.7% | +469.8% |
| All | +485.4% | +47.7% | +437.6% | +300.2% |
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 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