+92.6%
IOVA vs SFM
+27.3%
+65.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.4% |
| 7D | -3.5% | +6.0% | -9.5% | -4.7% |
| 30D | -45.4% | -19.5% | -25.9% | -42.1% |
| 3M | +19.0% | -37.0% | +56.0% | +28.7% |
| 6M | +112.0% | -41.0% | +153.0% | +130.6% |
| YTD | +184.2% | -34.6% | +218.9% | +205.8% |
| 1Y | +222.0% | -36.3% | +258.3% | +246.8% |
| 3Y | +92.6% | +24.5% | +68.0% | +1.9% |
| All | +92.6% | +27.3% | +65.2% | +1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling