+65.5%
T vs IOVA
+99.0%
-33.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | 0.0% |
| 7D | +2.5% | -3.5% | +6.0% | +2.5% |
| 30D | -3.8% | -45.4% | +41.6% | -3.9% |
| 3M | -8.7% | +19.0% | -27.8% | -9.1% |
| 6M | -8.1% | +112.0% | -120.1% | -8.6% |
| YTD | -6.4% | +184.2% | -190.7% | -6.9% |
| 1Y | -9.8% | +222.0% | -231.7% | -10.3% |
| 3Y | +65.5% | +92.6% | -27.1% | +63.1% |
| All | +65.5% | +99.0% | -33.5% | +63.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling