+16.7%
IOVA vs SFM
+41.7%
-24.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.5% |
| 7D | +1.9% | -10.2% | +12.1% | +3.6% |
| 30D | -44.1% | -23.9% | -20.2% | -40.9% |
| 3M | +28.9% | -42.3% | +71.1% | +41.2% |
| 6M | +125.7% | -40.1% | +165.8% | +145.8% |
| YTD | +199.3% | -37.8% | +237.0% | +221.7% |
| 1Y | +255.2% | -37.1% | +292.3% | +280.2% |
| 3Y | +106.8% | +21.5% | +85.3% | +92.6% |
| 5Y | -67.1% | +103.8% | -170.9% | -72.5% |
| 10Y | +16.7% | +142.0% | -125.3% | -11.4% |
| All | +16.7% | +41.7% | -24.9% | -8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling