+299.5%
IOVA vs SM
+36.8%
+262.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.1% | +1.3% |
| 7D | +9.7% | -0.5% | +10.2% | +9.8% |
| 30D | +102.5% | +25.6% | +77.0% | +100.4% |
| 3M | +100.7% | +8.0% | +92.6% | +98.9% |
| 6M | +106.3% | +50.8% | +55.5% | +89.0% |
| YTD | +222.0% | +97.9% | +124.1% | +168.9% |
| 1Y | +299.5% | +33.8% | +265.7% | +245.9% |
| All | +299.5% | +36.8% | +262.8% | +245.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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