-53.1%
ROKU vs IOVA
-66.4%
+13.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +1.4% |
| 7D | -2.6% | -6.4% | +3.8% | -1.6% |
| 30D | +2.1% | +25.4% | -23.3% | -2.3% |
| 3M | +31.8% | +115.3% | -83.5% | +11.8% |
| 6M | +53.3% | +56.5% | -3.3% | +35.8% |
| YTD | +42.1% | +198.2% | -156.1% | +10.1% |
| 1Y | +62.3% | +242.0% | -179.7% | +20.2% |
| 3Y | +84.6% | +36.8% | +47.8% | +29.5% |
| 5Y | -53.1% | -64.3% | +11.2% | -59.6% |
| All | -53.1% | -66.4% | +13.4% | -59.6% |
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