+484.0%
V vs IOVA
+0.8%
+483.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.2% |
| 7D | +0.9% | -3.5% | +4.4% | +1.1% |
| 30D | +9.0% | -45.4% | +54.4% | +12.1% |
| 3M | +16.7% | +19.0% | -2.3% | +13.6% |
| 6M | +33.4% | +112.0% | -78.6% | +23.5% |
| YTD | +22.4% | +184.2% | -161.9% | +9.6% |
| 1Y | +27.7% | +222.0% | -194.3% | +13.1% |
| 3Y | +78.0% | +92.6% | -14.6% | +49.7% |
| 5Y | +108.5% | -63.2% | +171.7% | +91.0% |
| All | +484.0% | +0.8% | +483.2% | +364.6% |
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