+140.2%
W vs IOVA
+7.7%
+132.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +2.3% |
| 7D | -4.2% | +9.7% | -13.9% | -6.2% |
| 30D | -7.6% | +102.5% | -110.1% | -23.3% |
| 3M | +37.2% | +100.7% | -63.5% | +12.6% |
| 6M | +26.3% | +106.3% | -80.0% | +0.6% |
| YTD | -1.0% | +222.0% | -223.0% | -30.6% |
| 1Y | +20.1% | +299.5% | -279.5% | -22.4% |
| 3Y | +37.8% | +42.9% | -5.1% | -6.9% |
| 5Y | -63.7% | -65.0% | +1.3% | -69.4% |
| All | +140.2% | +7.7% | +132.5% | +69.6% |
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