+378.0%
IOVA vs SARO
-7.8%
+385.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.3% |
| 7D | -41.3% | +15.8% | -57.0% | -40.3% |
| 30D | -38.5% | +22.2% | -60.7% | -38.0% |
| 3M | +99.5% | -16.2% | +115.7% | +116.5% |
| 6M | +126.0% | +4.6% | +121.4% | +116.9% |
| YTD | +218.7% | -10.4% | +229.0% | +239.9% |
| 1Y | +378.0% | -6.5% | +384.5% | +412.6% |
| All | +378.0% | -7.8% | +385.8% | +412.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 1y: compounded portfolio wealth divided by compounded SARO 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…
1y analysis · Full analysis span regression · 6 months rolling