+196.2%
W vs IOVA
+14.9%
+181.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.9% | -5.3% | -2.2% |
| 7D | -3.6% | -5.2% | +1.6% | -2.7% |
| 30D | +7.0% | -37.8% | +44.7% | +14.4% |
| 3M | +7.4% | +29.5% | -22.1% | -2.8% |
| 6M | +69.3% | +96.6% | -27.3% | +34.9% |
| YTD | +11.3% | +194.5% | -183.2% | -21.6% |
| 1Y | +13.2% | +248.1% | -234.8% | -23.9% |
| 3Y | +142.0% | +86.1% | +55.9% | +56.1% |
| 5Y | -54.6% | -67.8% | +13.2% | -62.1% |
| 10Y | +243.7% | +38.6% | +205.1% | +116.2% |
| All | +196.2% | +14.9% | +181.4% | +76.6% |
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