-68.0%
U vs IOVA
-63.5%
-4.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.8% |
| 7D | +4.5% | +5.1% | -0.6% | +3.4% |
| 30D | -0.6% | +37.2% | -37.8% | -7.7% |
| 3M | +48.4% | +117.5% | -69.1% | +22.3% |
| 6M | +115.4% | +69.6% | +45.8% | +83.4% |
| YTD | -3.2% | +218.7% | -221.9% | -29.7% |
| 1Y | -6.0% | +265.5% | -271.6% | -35.5% |
| 3Y | +13.5% | +46.2% | -32.8% | -22.8% |
| 5Y | -68.0% | -63.2% | -4.8% | -73.5% |
| All | -68.0% | -63.5% | -4.5% | -73.5% |
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