+265.5%
IOVA vs SM
+46.7%
+218.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.6% | -4.6% | -1.4% |
| 7D | +5.1% | -0.2% | +5.2% | +5.1% |
| 30D | +37.2% | +31.5% | +5.7% | +34.5% |
| 3M | +117.5% | +17.3% | +100.2% | +113.6% |
| 6M | +69.6% | +48.5% | +21.1% | +54.8% |
| YTD | +218.7% | +106.3% | +112.4% | +154.7% |
| 1Y | +265.5% | +47.3% | +218.2% | +226.4% |
| All | +265.5% | +46.7% | +218.8% | +226.4% |
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