-92.7%
IOVA vs SBAC
+419.3%
-512.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | -8.5% | +3.6% | -12.1% | -9.8% |
| 30D | -44.7% | +4.9% | -49.6% | -46.0% |
| 3M | +26.2% | +6.5% | +19.8% | +22.2% |
| 6M | +123.2% | -11.1% | +134.3% | +131.3% |
| YTD | +196.0% | +0.9% | +195.0% | +186.8% |
| 1Y | +240.9% | -1.6% | +242.5% | +234.6% |
| 3Y | +103.5% | -7.0% | +110.5% | +101.6% |
| 5Y | -65.5% | -39.2% | -26.2% | -60.2% |
| 10Y | +7.0% | +111.4% | -104.4% | -8.5% |
| All | -92.7% | +419.3% | -512.0% | -92.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling