+376.8%
V vs IOVA
+6.6%
+370.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.6% |
| 7D | -1.1% | +5.1% | -6.2% | -1.4% |
| 30D | +1.9% | +37.2% | -35.3% | -0.4% |
| 3M | +15.5% | +117.5% | -102.0% | +8.5% |
| 6M | +16.6% | +69.6% | -53.0% | +10.7% |
| YTD | +5.7% | +218.7% | -212.9% | -4.7% |
| 1Y | +8.6% | +265.5% | -257.0% | -3.9% |
| 3Y | +52.5% | +46.2% | +6.3% | +33.0% |
| 5Y | +67.1% | -63.2% | +130.4% | +55.5% |
| 10Y | +376.8% | +6.1% | +370.7% | +287.8% |
| All | +376.8% | +6.6% | +370.2% | +287.8% |
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