+207.8%
TER vs IOVA
+95.6%
+112.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.7% | +4.9% | -0.2% |
| 7D | +24.0% | -1.4% | +25.4% | +24.2% |
| 30D | -30.6% | -47.4% | +16.7% | -27.0% |
| 3M | -34.5% | +13.2% | -47.7% | -35.6% |
| 6M | -26.4% | +114.3% | -140.7% | -32.5% |
| YTD | +36.4% | +179.5% | -143.1% | +20.8% |
| 1Y | +47.4% | +200.4% | -153.0% | +29.4% |
| All | +207.8% | +95.6% | +112.2% | +151.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling