-10.9%
IOVA vs SARO
-21.1%
+10.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.3% | -0.6% |
| 7D | +5.1% | +1.1% | +4.0% | +4.7% |
| 30D | +37.2% | -16.2% | +53.4% | +45.2% |
| 3M | +117.5% | -1.3% | +118.8% | +110.6% |
| 6M | +69.6% | -15.2% | +84.8% | +74.9% |
| YTD | +218.7% | -14.7% | +233.4% | +227.3% |
| 1Y | +265.5% | -9.1% | +274.6% | +265.0% |
| All | -10.9% | -21.1% | +10.2% | -15.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling