-42.9%
TER vs IOVA
+101.5%
-144.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -44.9% |
| 3M | -43.3% | +29.5% | -72.8% | -42.7% |
| 6M | -42.9% | +96.6% | -139.5% | -43.1% |
| All | -42.9% | +101.5% | -144.4% | -43.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling