-48.8%
S vs IOVA
-69.5%
+20.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.9% | -2.2% | +1.0% |
| 7D | -13.4% | -5.2% | -8.3% | -12.7% |
| 30D | -14.0% | -37.8% | +23.8% | -9.1% |
| 3M | +4.9% | +29.5% | -24.6% | -2.7% |
| 6M | +42.0% | +96.6% | -54.6% | +18.9% |
| YTD | +45.1% | +194.5% | -149.4% | +10.0% |
| 1Y | +33.1% | +248.1% | -215.0% | -3.0% |
| 3Y | +40.6% | +86.1% | -45.5% | -9.6% |
| 5Y | -67.5% | -67.8% | +0.4% | -71.0% |
| All | -48.8% | -69.5% | +20.7% | -55.3% |
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