+261.5%
RF vs IOVA
+28.7%
+232.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +2.1% |
| 7D | -0.1% | +1.9% | -2.0% | -0.4% |
| 30D | +7.0% | -44.1% | +51.1% | +10.6% |
| 3M | -7.0% | +28.9% | -35.9% | -10.6% |
| 6M | +6.8% | +125.7% | -118.9% | -3.2% |
| YTD | +9.9% | +199.3% | -189.4% | -4.1% |
| 1Y | +21.1% | +255.2% | -234.1% | +3.8% |
| 3Y | +119.6% | +106.8% | +12.8% | +81.1% |
| 5Y | +46.2% | -67.1% | +113.3% | +33.5% |
| 10Y | +261.5% | +16.7% | +244.8% | +192.5% |
| All | +261.5% | +28.7% | +232.9% | +192.5% |
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 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