+46.4%
RF vs IOVA
-63.3%
+109.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +1.1% |
| 7D | +1.9% | -3.5% | +5.4% | +2.1% |
| 30D | +7.3% | -45.4% | +52.7% | +10.1% |
| 3M | -7.9% | +19.0% | -26.9% | -10.3% |
| 6M | +10.5% | +112.0% | -101.5% | +2.6% |
| YTD | +9.6% | +184.2% | -174.6% | -1.4% |
| 1Y | +20.3% | +222.0% | -201.7% | +7.0% |
| 3Y | +119.5% | +92.6% | +27.0% | +89.1% |
| All | +46.4% | -63.3% | +109.7% | +33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling