+357.1%
PSX vs IOVA
+7.2%
+349.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.1% | +3.2% |
| 7D | -0.4% | -7.0% | +6.6% | 0.0% |
| 30D | -8.1% | -44.4% | +36.3% | -6.0% |
| 3M | +15.9% | +24.7% | -8.7% | +13.1% |
| 6M | +49.4% | +118.6% | -69.3% | +40.1% |
| YTD | +104.7% | +196.3% | -91.7% | +86.2% |
| 1Y | +89.1% | +205.3% | -116.2% | +71.4% |
| 3Y | +151.7% | +103.8% | +48.0% | +120.0% |
| 5Y | +298.3% | -65.6% | +363.9% | +273.6% |
| 10Y | +357.1% | +6.4% | +350.6% | +287.0% |
| All | +357.1% | +7.2% | +349.9% | +287.0% |
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