+38.3%
S vs IOVA
+99.0%
-60.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.6% |
| 7D | +2.0% | -3.5% | +5.5% | +2.3% |
| 30D | -2.7% | -45.4% | +42.7% | +1.8% |
| 3M | -6.9% | +19.0% | -25.9% | -10.1% |
| 6M | +38.1% | +112.0% | -74.0% | +23.2% |
| YTD | +48.0% | +184.2% | -136.2% | +25.3% |
| 1Y | +34.5% | +222.0% | -187.5% | +11.7% |
| 3Y | +38.3% | +92.6% | -54.2% | +6.1% |
| All | +38.3% | +99.0% | -60.7% | +6.1% |
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 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