+208.3%
T vs IOVA
-92.3%
+300.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.7% | -0.9% |
| 7D | +1.0% | -5.2% | +6.2% | +1.1% |
| 30D | -10.6% | -37.8% | +27.2% | -10.4% |
| 3M | -7.7% | +29.5% | -37.2% | -8.1% |
| 6M | -13.3% | +96.6% | -109.9% | -13.9% |
| YTD | -8.8% | +194.5% | -203.3% | -9.8% |
| 1Y | -8.4% | +248.1% | -256.5% | -9.5% |
| 3Y | +59.6% | +86.1% | -26.5% | +57.3% |
| 5Y | +52.1% | -67.8% | +119.9% | +50.7% |
| 10Y | +56.9% | +38.6% | +18.2% | +54.7% |
| All | +208.3% | -92.3% | +300.7% | +206.6% |
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