-53.2%
S vs IOVA
-66.7%
+13.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.2% |
| 7D | -7.7% | +9.7% | -17.4% | -9.1% |
| 30D | -5.3% | +102.5% | -107.9% | -17.2% |
| 3M | +20.3% | +100.7% | -80.4% | +3.9% |
| 6M | +47.4% | +106.3% | -59.0% | +24.4% |
| YTD | +32.5% | +222.0% | -189.4% | +1.8% |
| 1Y | +9.5% | +299.5% | -290.0% | -20.9% |
| 3Y | +15.5% | +42.9% | -27.4% | -18.8% |
| 5Y | -71.2% | -65.0% | -6.2% | -74.2% |
| All | -53.2% | -66.7% | +13.5% | -58.6% |
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 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