+378.0%
IOVA vs SFM
-35.8%
+413.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.6% | -5.1% | -2.3% |
| 7D | -41.3% | -12.3% | -29.0% | -37.2% |
| 30D | -38.5% | -16.2% | -22.3% | -34.3% |
| 3M | +99.5% | -36.8% | +136.3% | +108.0% |
| 6M | +126.0% | -32.6% | +158.6% | +142.7% |
| YTD | +218.7% | -31.7% | +250.4% | +223.8% |
| 1Y | +378.0% | -35.0% | +413.0% | +360.2% |
| All | +378.0% | -35.8% | +413.8% | +360.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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