+9.7%
IOVA vs SFM
+296.2%
-286.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.5% | +5.5% | -0.3% |
| 7D | +5.1% | -5.8% | +10.9% | +5.7% |
| 30D | +37.2% | -11.4% | +48.6% | +38.8% |
| 3M | +117.5% | -12.2% | +129.7% | +120.1% |
| 6M | +69.6% | -5.2% | +74.7% | +69.6% |
| YTD | +218.7% | -4.5% | +223.1% | +217.6% |
| 1Y | +265.5% | -45.4% | +310.9% | +288.7% |
| 3Y | +46.2% | +91.1% | -44.9% | +29.5% |
| 5Y | -63.2% | +226.8% | -290.0% | -70.0% |
| All | +9.7% | +296.2% | -286.5% | -18.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling