+533.7%
RF vs IOVA
-92.6%
+626.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -11.0% | +8.9% | -1.9% |
| 7D | -1.6% | -19.0% | +17.4% | -1.2% |
| 30D | +5.0% | -40.3% | +45.3% | +5.9% |
| 3M | -10.0% | +78.3% | -88.3% | -11.7% |
| 6M | +3.3% | +94.5% | -91.1% | +1.0% |
| YTD | +7.9% | +183.5% | -175.6% | +4.3% |
| 1Y | +21.2% | +327.6% | -306.4% | +15.9% |
| 3Y | +105.8% | +83.8% | +22.0% | +97.2% |
| 5Y | +43.7% | -69.0% | +112.8% | +40.2% |
| 10Y | +289.4% | +33.4% | +256.0% | +271.5% |
| All | +533.7% | -92.6% | +626.3% | +488.8% |
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