+72.2%
V vs IOVA
-64.9%
+137.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.0% |
| 7D | -1.7% | +9.7% | -11.4% | -2.1% |
| 30D | +2.0% | +102.5% | -100.6% | -1.3% |
| 3M | +17.4% | +100.7% | -83.3% | +13.3% |
| 6M | +17.5% | +106.3% | -88.8% | +12.8% |
| YTD | +7.6% | +222.0% | -214.4% | +0.7% |
| 1Y | +7.7% | +299.5% | -291.8% | -0.7% |
| 3Y | +54.7% | +42.9% | +11.7% | +41.4% |
| All | +72.2% | -64.9% | +137.1% | +64.5% |
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 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