+262.0%
T vs IOVA
-91.6%
+353.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -3.0% | -2.0% |
| 7D | -1.3% | +9.7% | -11.0% | -1.3% |
| 30D | +11.4% | +102.5% | -91.2% | +10.8% |
| 3M | +14.3% | +100.7% | -86.4% | +13.7% |
| 6M | -9.3% | +106.3% | -115.6% | -9.8% |
| YTD | +7.1% | +222.0% | -214.9% | +6.0% |
| 1Y | -9.1% | +299.5% | -308.6% | -10.2% |
| 3Y | +105.3% | +42.9% | +62.4% | +102.8% |
| 5Y | +66.8% | -65.0% | +131.8% | +65.4% |
| 10Y | +66.8% | +10.3% | +56.5% | +64.6% |
| All | +262.0% | -91.6% | +353.6% | +260.3% |
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 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