-63.3%
IOVA vs SFM
+230.0%
-293.3%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -1.8% | +0.8% |
| 7D | +9.7% | -0.1% | +9.8% | +9.7% |
| 30D | +102.5% | -4.4% | +106.9% | +103.3% |
| 3M | +100.7% | +1.5% | +99.2% | +100.3% |
| 6M | +106.3% | +6.5% | +99.9% | +104.6% |
| YTD | +222.0% | +2.2% | +219.8% | +219.6% |
| 1Y | +299.5% | -41.9% | +341.4% | +324.5% |
| 3Y | +42.9% | +106.8% | -63.8% | +24.1% |
| All | -63.3% | +230.0% | -293.3% | -67.2% |
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 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