+58.8%
T vs IOVA
+12.2%
+46.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.7% |
| 7D | +2.6% | -8.5% | +11.1% | +2.8% |
| 30D | -1.1% | -44.7% | +43.7% | +0.1% |
| 3M | -7.7% | +26.2% | -34.0% | -9.1% |
| 6M | -10.6% | +123.2% | -133.8% | -13.8% |
| YTD | -7.5% | +196.0% | -203.4% | -12.1% |
| 1Y | -7.4% | +240.9% | -248.4% | -12.6% |
| 3Y | +63.1% | +103.5% | -40.5% | +49.7% |
| 5Y | +55.2% | -65.5% | +120.7% | +49.3% |
| 10Y | +58.8% | +7.0% | +51.8% | +44.3% |
| All | +58.8% | +12.2% | +46.6% | +44.3% |
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 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