+7.0%
IOVA vs SM
+4.2%
+2.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.3% |
| 7D | -8.5% | -19.5% | +11.0% | -6.1% |
| 30D | -44.7% | -20.2% | -24.5% | -43.3% |
| 3M | +26.2% | -6.5% | +32.8% | +26.7% |
| 6M | +123.2% | +1.6% | +121.6% | +120.1% |
| YTD | +196.0% | +61.2% | +134.7% | +172.1% |
| 1Y | +240.9% | +65.4% | +175.6% | +212.5% |
| 3Y | +103.5% | -13.0% | +116.6% | +100.6% |
| 5Y | -65.5% | -4.3% | -61.2% | -67.4% |
| 10Y | +7.0% | +3.0% | +4.0% | -18.3% |
| All | +7.0% | +4.2% | +2.8% | -18.3% |
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 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