+1,057.8%
TER vs IOVA
-0.9%
+1,058.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.7% | +4.9% | -0.1% |
| 7D | +24.0% | -1.4% | +25.4% | +24.2% |
| 30D | -30.6% | -47.4% | +16.7% | -25.5% |
| 3M | -34.5% | +13.2% | -47.7% | -36.6% |
| 6M | -26.4% | +114.3% | -140.7% | -35.6% |
| YTD | +36.4% | +179.5% | -143.1% | +13.5% |
| 1Y | +47.4% | +200.4% | -153.0% | +21.0% |
| 3Y | +202.6% | +92.2% | +110.4% | +129.8% |
| 5Y | +83.9% | -63.8% | +147.7% | +61.3% |
| All | +1,057.8% | -0.9% | +1,058.7% | +785.4% |
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