+11.5%
RF vs IOVA
+131.3%
-119.8%
-10.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.1% |
| 7D | +1.3% | +9.7% | -8.4% | +1.2% |
| 30D | -3.6% | +102.5% | -106.1% | -5.3% |
| 3M | +8.1% | +100.7% | -92.6% | +5.6% |
| 6M | +11.5% | +106.3% | -94.9% | +7.9% |
| All | +11.5% | +131.3% | -119.8% | +7.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling