+202.8%
TER vs IOVA
-64.9%
+267.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.0% | +4.5% | +5.4% |
| 7D | +0.6% | +9.7% | -9.1% | -0.4% |
| 30D | -8.3% | +102.5% | -110.8% | -15.8% |
| 3M | -12.2% | +100.7% | -112.9% | -19.8% |
| 6M | +17.1% | +106.3% | -89.3% | +5.6% |
| YTD | +84.7% | +222.0% | -137.3% | +57.3% |
| 1Y | +199.9% | +299.5% | -99.6% | +146.2% |
| 3Y | +232.8% | +42.9% | +189.8% | +174.1% |
| All | +202.8% | -64.9% | +267.7% | +161.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling