+210.7%
T vs IOVA
-92.2%
+303.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.8% |
| 7D | +1.7% | +1.9% | -0.2% | +1.7% |
| 30D | -1.7% | -44.1% | +42.4% | -1.4% |
| 3M | -7.3% | +28.9% | -36.2% | -7.6% |
| 6M | -11.2% | +125.7% | -136.9% | -11.9% |
| YTD | -8.1% | +199.3% | -207.3% | -9.0% |
| 1Y | -8.0% | +255.2% | -263.2% | -9.1% |
| 3Y | +62.1% | +106.8% | -44.7% | +59.6% |
| 5Y | +55.7% | -67.1% | +122.8% | +54.2% |
| 10Y | +54.1% | +16.7% | +37.4% | +52.0% |
| All | +210.7% | -92.2% | +303.0% | +209.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling