+322.4%
PODD vs IOVA
+7.2%
+315.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -9.1% | -7.0% | -2.1% | -8.5% |
| 30D | +7.3% | -44.4% | +51.7% | +11.9% |
| 3M | +3.7% | +24.7% | -21.0% | -0.8% |
| 6M | -2.7% | +118.6% | -121.3% | -13.3% |
| YTD | -47.2% | +196.3% | -243.6% | -55.3% |
| 1Y | -54.0% | +205.3% | -259.3% | -61.3% |
| 3Y | -3.3% | +103.8% | -107.0% | -27.2% |
| 5Y | -52.3% | -65.6% | +13.3% | -57.4% |
| 10Y | +322.4% | +6.4% | +315.9% | +186.8% |
| All | +322.4% | +7.2% | +315.2% | +186.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling