+454.5%
V vs IOVA
+12.2%
+442.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.3% |
| 7D | +0.6% | -8.5% | +9.1% | +1.1% |
| 30D | +9.7% | -44.7% | +54.5% | +12.9% |
| 3M | +17.3% | +26.2% | -9.0% | +13.7% |
| 6M | +33.2% | +123.2% | -90.0% | +22.9% |
| YTD | +21.3% | +196.0% | -174.6% | +8.4% |
| 1Y | +27.3% | +240.9% | -213.6% | +12.3% |
| 3Y | +76.1% | +103.5% | -27.4% | +47.6% |
| 5Y | +103.5% | -65.5% | +168.9% | +87.9% |
| 10Y | +454.5% | +7.0% | +447.4% | +339.5% |
| All | +454.5% | +12.2% | +442.2% | +339.5% |
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 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