-67.9%
IOVA vs SFM
+105.4%
-173.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.8% | +8.7% | +4.7% |
| 7D | -5.2% | -1.2% | -4.0% | -5.3% |
| 30D | -37.8% | -24.8% | -13.0% | -34.1% |
| 3M | +29.5% | -43.7% | +73.2% | +40.7% |
| 6M | +96.6% | -37.3% | +133.8% | +111.6% |
| YTD | +194.5% | -38.4% | +232.9% | +216.0% |
| 1Y | +248.1% | -36.9% | +285.0% | +271.4% |
| 3Y | +86.1% | +20.7% | +65.4% | +73.5% |
| All | -67.9% | +105.4% | -173.2% | -67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling