+104.0%
U vs IOVA
+87.0%
+17.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.9% | +1.6% | +5.0% |
| 7D | +36.6% | -5.2% | +41.8% | +37.1% |
| 30D | +13.3% | -37.8% | +51.1% | +19.3% |
| 3M | +26.2% | +29.5% | -3.3% | +16.0% |
| 6M | +88.7% | +96.6% | -7.8% | +58.7% |
| YTD | +16.6% | +194.5% | -177.9% | -10.6% |
| 1Y | +29.0% | +248.1% | -219.1% | -4.6% |
| All | +104.0% | +87.0% | +17.0% | +49.2% |
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 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