-70.0%
U vs IOVA
-67.8%
-2.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.9% | +1.6% | +4.8% |
| 7D | +36.6% | -5.2% | +41.8% | +37.3% |
| 30D | +13.3% | -37.8% | +51.1% | +21.3% |
| 3M | +26.2% | +29.5% | -3.3% | +13.2% |
| 6M | +88.7% | +96.6% | -7.8% | +50.5% |
| YTD | +16.6% | +194.5% | -177.9% | -17.7% |
| 1Y | +29.0% | +248.1% | -219.1% | -13.2% |
| 3Y | +99.5% | +86.1% | +13.4% | +22.4% |
| All | -70.0% | -67.8% | -2.2% | -75.4% |
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