+561.0%
ROKU vs IOVA
+8.1%
+552.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | 0.0% |
| 7D | -0.1% | +5.1% | -5.2% | -1.1% |
| 30D | +1.5% | +37.2% | -35.8% | -5.4% |
| 3M | +25.7% | +117.5% | -91.8% | +3.7% |
| 6M | +54.5% | +69.6% | -15.1% | +31.9% |
| YTD | +43.2% | +218.7% | -175.5% | +5.2% |
| 1Y | +56.3% | +265.5% | -209.3% | +8.9% |
| 3Y | +86.1% | +46.2% | +39.9% | +25.0% |
| 5Y | -53.6% | -63.2% | +9.7% | -61.0% |
| All | +561.0% | +8.1% | +552.9% | +159.5% |
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