+995.4%
TER vs IOVA
+0.8%
+994.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.7% | -7.1% | -5.6% |
| 7D | +14.4% | -3.5% | +17.8% | +14.9% |
| 30D | -30.6% | -45.4% | +14.8% | -25.8% |
| 3M | -39.2% | +19.0% | -58.2% | -41.5% |
| 6M | -31.3% | +112.0% | -143.3% | -39.8% |
| YTD | +29.1% | +184.2% | -155.2% | +7.1% |
| 1Y | +47.4% | +222.0% | -174.6% | +19.9% |
| 3Y | +191.2% | +92.6% | +98.7% | +121.2% |
| 5Y | +74.0% | -63.2% | +137.2% | +52.3% |
| All | +995.4% | +0.8% | +994.6% | +735.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling