+886.2%
TER vs IOVA
+34.0%
+852.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.9% | -1.3% | +2.1% |
| 7D | -20.5% | -5.2% | -15.3% | -19.8% |
| 30D | -47.0% | -37.8% | -9.2% | -44.3% |
| 3M | -43.3% | +29.5% | -72.8% | -46.0% |
| 6M | -42.9% | +96.6% | -139.5% | -49.5% |
| YTD | +12.9% | +194.5% | -181.6% | -6.7% |
| 1Y | +18.2% | +248.1% | -229.9% | -4.9% |
| 3Y | +151.8% | +86.1% | +65.7% | +92.5% |
| 5Y | +54.2% | -67.8% | +122.1% | +37.7% |
| All | +886.2% | +34.0% | +852.2% | +631.3% |
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 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