+243.6%
W vs IOVA
+28.7%
+215.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.6% | +3.0% | +4.2% |
| 7D | +3.3% | +1.9% | +1.4% | +2.7% |
| 30D | +10.5% | -44.1% | +54.6% | +21.6% |
| 3M | +9.6% | +28.9% | -19.2% | -1.3% |
| 6M | +76.4% | +125.7% | -49.3% | +34.4% |
| YTD | +16.4% | +199.3% | -182.9% | -20.4% |
| 1Y | +9.3% | +255.2% | -245.9% | -29.0% |
| 3Y | +172.8% | +106.8% | +66.0% | +64.0% |
| 5Y | -53.4% | -67.1% | +13.7% | -61.7% |
| 10Y | +243.6% | +16.7% | +226.9% | +128.5% |
| All | +243.6% | +28.7% | +215.0% | +128.5% |
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 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