+16.7%
IOVA vs SM
+4.9%
+11.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.7% | +4.4% | +2.0% |
| 7D | +1.9% | -22.3% | +24.1% | +5.0% |
| 30D | -44.1% | -21.4% | -22.8% | -42.6% |
| 3M | +28.9% | +1.4% | +27.5% | +28.0% |
| 6M | +125.7% | +0.1% | +125.6% | +122.9% |
| YTD | +199.3% | +59.0% | +140.3% | +175.7% |
| 1Y | +255.2% | +64.3% | +190.9% | +225.9% |
| 3Y | +106.8% | -13.1% | +120.0% | +104.0% |
| 5Y | -67.1% | -13.9% | -53.2% | -68.6% |
| 10Y | +16.7% | +1.7% | +15.0% | -10.2% |
| All | +16.7% | +4.9% | +11.8% | -10.2% |
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