+171.0%
W vs IOVA
+99.0%
+72.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.1% |
| 7D | +0.2% | -3.5% | +3.6% | +0.7% |
| 30D | +6.8% | -45.4% | +52.2% | +15.1% |
| 3M | +10.7% | +19.0% | -8.3% | +3.2% |
| 6M | +86.3% | +112.0% | -25.7% | +52.2% |
| YTD | +11.5% | +184.2% | -172.8% | -17.0% |
| 1Y | +5.1% | +222.0% | -216.9% | -24.3% |
| 3Y | +171.0% | +92.6% | +78.4% | +79.5% |
| All | +171.0% | +99.0% | +72.0% | +79.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling