+449.6%
P vs IOVA
+30.1%
+419.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -11.0% | -5.4% | -15.0% |
| 7D | -31.9% | -19.0% | -12.9% | -29.9% |
| 30D | -36.5% | -40.3% | +3.8% | -32.9% |
| 3M | +11.6% | +78.3% | -66.8% | +0.6% |
| 6M | +25.2% | +94.5% | -69.3% | +10.0% |
| YTD | +39.4% | +183.5% | -144.1% | +14.0% |
| 1Y | -3.7% | +327.6% | -331.3% | -26.8% |
| 3Y | +167.3% | +83.8% | +83.4% | +95.9% |
| 5Y | +237.3% | -69.0% | +306.4% | +197.6% |
| 10Y | +698.6% | +33.4% | +665.2% | +427.3% |
| All | +449.6% | +30.1% | +419.6% | +275.5% |
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