+449.7%
V vs IOVA
+34.0%
+415.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.9% | -0.2% |
| 7D | +2.2% | -5.2% | +7.4% | +2.4% |
| 30D | +13.6% | -37.8% | +51.4% | +15.9% |
| 3M | +14.3% | +29.5% | -15.2% | +10.7% |
| 6M | +33.1% | +96.6% | -63.5% | +23.9% |
| YTD | +21.2% | +194.5% | -173.3% | +8.4% |
| 1Y | +26.4% | +248.1% | -221.6% | +11.4% |
| 3Y | +77.6% | +86.1% | -8.5% | +50.2% |
| 5Y | +102.6% | -67.8% | +170.4% | +88.5% |
| All | +449.7% | +34.0% | +415.7% | +328.2% |
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