-47.8%
S vs IOVA
-70.6%
+22.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.7% |
| 7D | +2.0% | -3.5% | +5.5% | +2.6% |
| 30D | -2.7% | -45.4% | +42.7% | +4.9% |
| 3M | -6.9% | +19.0% | -25.9% | -12.4% |
| 6M | +38.1% | +112.0% | -74.0% | +14.3% |
| YTD | +48.0% | +184.2% | -136.2% | +12.8% |
| 1Y | +34.5% | +222.0% | -187.5% | -0.5% |
| 3Y | +38.3% | +92.6% | -54.2% | -12.2% |
| 5Y | -70.9% | -63.2% | -7.7% | -74.9% |
| All | -47.8% | -70.6% | +22.8% | -54.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling