+108.3%
V vs IOVA
-63.3%
+171.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.2% |
| 7D | +0.9% | -3.5% | +4.4% | +1.0% |
| 30D | +9.0% | -45.4% | +54.4% | +10.8% |
| 3M | +16.7% | +19.0% | -2.3% | +14.7% |
| 6M | +33.4% | +112.0% | -78.6% | +27.2% |
| YTD | +22.4% | +184.2% | -161.9% | +14.2% |
| 1Y | +27.7% | +222.0% | -194.3% | +18.3% |
| 3Y | +78.0% | +92.6% | -14.6% | +58.3% |
| All | +108.3% | -63.3% | +171.6% | +98.4% |
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