+403.1%
PL vs IOVA
+78.3%
+324.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -11.0% | +0.9% | -8.7% |
| 7D | -20.5% | -19.0% | -1.5% | -18.3% |
| 30D | -38.8% | -40.3% | +1.5% | -35.4% |
| 3M | -49.1% | +78.3% | -127.5% | -55.0% |
| 6M | -69.4% | +94.5% | -163.9% | -73.4% |
| YTD | -42.3% | +183.5% | -225.9% | -53.3% |
| 1Y | -14.2% | +327.6% | -341.8% | -35.5% |
| All | +403.1% | +78.3% | +324.8% | +234.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling