+2.8%
IOVA vs SM
+18.0%
-15.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | -3.5% | +9.4% | -12.9% | -4.6% |
| 30D | -45.4% | -14.4% | -31.0% | -44.5% |
| 3M | +19.0% | +1.6% | +17.5% | +18.1% |
| 6M | +112.0% | +6.3% | +105.7% | +107.8% |
| YTD | +184.2% | +78.8% | +105.5% | +157.8% |
| 1Y | +222.0% | +83.1% | +138.9% | +191.0% |
| 3Y | +92.6% | -5.9% | +98.5% | +87.7% |
| 5Y | -63.2% | +4.8% | -68.0% | -65.7% |
| All | +2.8% | +18.0% | -15.2% | -22.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling