+68.4%
T vs IOVA
+4.5%
+64.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -1.7% |
| 7D | -3.1% | -2.2% | -0.9% | -3.0% |
| 30D | +4.6% | +31.7% | -27.1% | +3.6% |
| 3M | +12.2% | +117.3% | -105.0% | +9.2% |
| 6M | -6.5% | +55.8% | -62.3% | -8.4% |
| YTD | +4.9% | +208.8% | -203.9% | +0.2% |
| 1Y | -10.5% | +255.7% | -266.2% | -15.2% |
| 3Y | +104.6% | +41.7% | +62.9% | +91.7% |
| 5Y | +64.2% | -64.9% | +129.1% | +58.9% |
| 10Y | +68.4% | +6.3% | +62.1% | +54.4% |
| All | +68.4% | +4.5% | +64.0% | +54.4% |
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