+165.5%
YUM vs IOVA
+9.7%
+155.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.7% | -7.7% | -2.3% |
| 7D | -6.1% | -2.2% | -3.9% | -6.0% |
| 30D | -5.8% | +27.6% | -33.4% | -6.9% |
| 3M | -7.6% | +117.2% | -124.8% | -11.4% |
| 6M | -9.1% | +77.7% | -86.8% | -12.5% |
| YTD | -5.5% | +215.0% | -220.5% | -12.0% |
| 1Y | -3.7% | +255.4% | -259.1% | -11.4% |
| 3Y | +17.8% | +42.6% | -24.8% | +7.3% |
| 5Y | +19.3% | -62.2% | +81.5% | +13.5% |
| All | +165.5% | +9.7% | +155.9% | +137.7% |
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