+378.0%
IOVA vs SM
+70.4%
+307.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -15.3% | +13.8% | -1.6% |
| 7D | -41.3% | -21.5% | -19.8% | -41.4% |
| 30D | -38.5% | -11.4% | -27.1% | -38.6% |
| 3M | +99.5% | +0.6% | +98.9% | +100.1% |
| 6M | +126.0% | +0.2% | +125.7% | +125.1% |
| YTD | +218.7% | +69.7% | +149.0% | +172.8% |
| 1Y | +378.0% | +71.6% | +306.5% | +299.3% |
| All | +378.0% | +70.4% | +307.6% | +299.3% |
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