+82.9%
ROKU vs IOVA
+36.1%
+46.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +1.2% |
| 7D | -2.6% | -6.4% | +3.8% | -1.9% |
| 30D | +2.1% | +25.4% | -23.3% | -0.8% |
| 3M | +31.8% | +115.3% | -83.5% | +18.5% |
| 6M | +53.3% | +56.5% | -3.3% | +41.8% |
| YTD | +42.1% | +198.2% | -156.1% | +21.1% |
| 1Y | +62.3% | +242.0% | -179.7% | +34.8% |
| All | +82.9% | +36.1% | +46.8% | +35.9% |
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