+69.5%
T vs IOVA
-62.2%
+131.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.7% | -3.7% | +1.9% |
| 7D | +1.5% | -2.2% | +3.6% | +1.5% |
| 30D | +7.5% | +27.6% | -20.1% | +7.0% |
| 3M | +14.8% | +117.2% | -102.4% | +13.3% |
| 6M | -1.7% | +77.7% | -79.4% | -2.9% |
| YTD | +8.7% | +215.0% | -206.3% | +6.4% |
| 1Y | -7.5% | +255.4% | -262.8% | -9.7% |
| 3Y | +110.2% | +42.6% | +67.6% | +102.0% |
| All | +69.5% | -62.2% | +131.7% | +64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling