+200.4%
IOVA vs SFM
-34.4%
+234.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.6% | -7.3% | -6.2% |
| 7D | -1.4% | -0.4% | -1.0% | -1.4% |
| 30D | -47.4% | -19.2% | -28.2% | -42.2% |
| 3M | +13.2% | -40.3% | +53.5% | +23.5% |
| 6M | +114.3% | -40.9% | +155.2% | +133.3% |
| YTD | +179.5% | -35.5% | +215.0% | +194.2% |
| 1Y | +200.4% | -37.4% | +237.8% | +205.4% |
| All | +200.4% | -34.4% | +234.8% | +205.4% |
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