+3,306.4%
TER vs IOVA
-91.6%
+3,398.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.0% | +4.5% | +5.5% |
| 7D | +0.6% | +9.7% | -9.1% | +0.3% |
| 30D | -8.3% | +102.5% | -110.8% | -10.4% |
| 3M | -12.2% | +100.7% | -112.9% | -14.3% |
| 6M | +17.1% | +106.3% | -89.3% | +13.9% |
| YTD | +84.7% | +222.0% | -137.3% | +77.1% |
| 1Y | +199.9% | +299.5% | -99.6% | +185.1% |
| 3Y | +232.8% | +42.9% | +189.8% | +218.3% |
| 5Y | +198.6% | -65.0% | +263.6% | +190.2% |
| 10Y | +1,669.7% | +10.3% | +1,659.5% | +1,592.4% |
| All | +3,306.4% | -91.6% | +3,398.0% | +3,169.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling