+273.8%
ROIV vs IOVA
-82.8%
+356.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.9% | +2.3% | +5.7% |
| 7D | +5.3% | -5.2% | +10.5% | +6.0% |
| 30D | +11.9% | -37.8% | +49.7% | +17.1% |
| 3M | +10.7% | +29.5% | -18.8% | +3.5% |
| 6M | +34.9% | +96.6% | -61.7% | +16.1% |
| YTD | +79.2% | +194.5% | -115.3% | +42.8% |
| 1Y | +89.0% | +248.1% | -159.0% | +46.2% |
| 3Y | +337.3% | +86.1% | +251.2% | +219.8% |
| 5Y | +402.3% | -67.8% | +470.2% | +312.8% |
| All | +273.8% | -82.8% | +356.6% | +213.0% |
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