+119.6%
RF vs IOVA
+90.0%
+29.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +2.1% |
| 7D | -0.1% | +1.9% | -2.0% | -0.3% |
| 30D | +7.0% | -44.1% | +51.1% | +9.3% |
| 3M | -7.0% | +28.9% | -35.9% | -9.8% |
| 6M | +6.8% | +125.7% | -118.9% | -1.0% |
| YTD | +9.9% | +199.3% | -189.4% | -1.2% |
| 1Y | +21.1% | +255.2% | -234.1% | +7.0% |
| 3Y | +119.6% | +106.8% | +12.8% | +65.9% |
| All | +119.6% | +90.0% | +29.6% | +65.9% |
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