+43.2%
TER vs IOVA
+362.8%
-319.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.5% | -5.3% | -6.7% |
| 7D | -19.9% | -41.3% | +21.4% | -17.2% |
| 30D | -43.5% | -38.5% | -5.0% | -41.8% |
| 3M | -37.8% | +99.5% | -137.3% | -40.1% |
| 6M | -25.6% | +126.0% | -151.5% | -29.1% |
| YTD | +29.8% | +218.7% | -188.9% | +21.7% |
| 1Y | +43.2% | +378.0% | -334.9% | +35.8% |
| All | +43.2% | +362.8% | -319.6% | +35.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling