+163.6%
W vs IOVA
+25.6%
+138.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +2.3% |
| 7D | -4.2% | +9.7% | -13.9% | -6.0% |
| 30D | -7.6% | +102.5% | -110.1% | -22.3% |
| 3M | +37.2% | +100.7% | -63.5% | +14.1% |
| 6M | +26.3% | +106.3% | -80.0% | +2.2% |
| YTD | -1.0% | +222.0% | -223.0% | -28.7% |
| 1Y | +20.1% | +299.5% | -279.5% | -19.7% |
| 3Y | +37.8% | +42.9% | -5.1% | -3.3% |
| 5Y | -63.7% | -65.0% | +1.3% | -69.0% |
| 10Y | +156.3% | +10.3% | +146.0% | +70.7% |
| All | +163.6% | +25.6% | +138.0% | +60.6% |
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 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