-9.1%
T vs IOVA
+299.5%
-308.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -3.0% | -2.0% |
| 7D | -1.3% | +9.7% | -11.0% | -1.3% |
| 30D | +11.4% | +102.5% | -91.2% | +10.7% |
| 3M | +14.3% | +100.7% | -86.4% | +13.4% |
| 6M | -9.3% | +106.3% | -115.6% | -9.8% |
| YTD | +7.1% | +222.0% | -214.9% | +7.0% |
| 1Y | -9.1% | +299.5% | -308.6% | -10.0% |
| All | -9.1% | +299.5% | -308.6% | -10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling