+2,071.4%
V vs IOVA
-91.6%
+2,163.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.0% |
| 7D | -1.7% | +9.7% | -11.4% | -1.9% |
| 30D | +2.0% | +102.5% | -100.6% | +0.3% |
| 3M | +17.4% | +100.7% | -83.3% | +15.3% |
| 6M | +17.5% | +106.3% | -88.8% | +15.2% |
| YTD | +7.6% | +222.0% | -214.4% | +4.3% |
| 1Y | +7.7% | +299.5% | -291.8% | +3.7% |
| 3Y | +54.7% | +42.9% | +11.7% | +49.2% |
| 5Y | +73.0% | -65.0% | +138.0% | +69.1% |
| 10Y | +390.9% | +10.3% | +380.6% | +367.8% |
| All | +2,071.4% | -91.6% | +2,163.0% | +1,893.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling