+23.1%
Q vs IOVA
+252.6%
-229.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.9% | +2.4% | +6.1% |
| 7D | +0.3% | -5.2% | +5.5% | +0.6% |
| 30D | -9.8% | -37.8% | +28.0% | -8.2% |
| 3M | -12.2% | +29.5% | -41.7% | -13.7% |
| 6M | -21.6% | +96.6% | -118.2% | -25.0% |
| YTD | +43.6% | +194.5% | -151.0% | +33.2% |
| 1Y | +25.7% | +248.1% | -222.4% | +17.8% |
| All | +23.1% | +252.6% | -229.5% | +16.0% |
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 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