-63.3%
IOVA vs SBAC
-43.7%
-19.7%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.5% |
| 7D | +9.7% | -0.8% | +10.5% | +10.0% |
| 30D | +102.5% | +6.9% | +95.6% | +97.0% |
| 3M | +100.7% | -8.2% | +108.9% | +107.1% |
| 6M | +106.3% | -1.6% | +108.0% | +104.7% |
| YTD | +222.0% | -0.1% | +222.1% | +215.3% |
| 1Y | +299.5% | -0.5% | +300.0% | +293.2% |
| 3Y | +42.9% | -9.1% | +52.0% | +43.6% |
| All | -63.3% | -43.7% | -19.7% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 5y: compounded portfolio wealth divided by compounded SBAC 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…
5y analysis · Full analysis span regression · 6 months rolling