-37.8%
U vs IOVA
-76.4%
+38.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.2% |
| 7D | +4.4% | -2.2% | +6.6% | +4.8% |
| 30D | -1.3% | +31.7% | -33.0% | -7.7% |
| 3M | +49.6% | +117.3% | -67.7% | +23.0% |
| 6M | +100.2% | +55.8% | +44.4% | +73.3% |
| YTD | -3.7% | +208.8% | -212.5% | -29.8% |
| 1Y | -6.5% | +255.7% | -262.2% | -35.7% |
| 3Y | +12.9% | +41.7% | -28.8% | -22.4% |
| 5Y | -68.3% | -64.9% | -3.4% | -72.5% |
| All | -37.8% | -76.4% | +38.6% | -41.2% |
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