+200.4%
IOVA vs SM
+78.0%
+122.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +5.2% | -10.9% | -5.5% |
| 7D | -1.4% | +10.6% | -12.0% | -1.1% |
| 30D | -47.4% | -15.0% | -32.4% | -47.7% |
| 3M | +13.2% | +1.7% | +11.5% | +13.5% |
| 6M | +114.3% | +5.9% | +108.5% | +114.5% |
| YTD | +179.5% | +79.0% | +100.5% | +156.6% |
| 1Y | +200.4% | +84.7% | +115.7% | +171.2% |
| All | +200.4% | +78.0% | +122.4% | +171.2% |
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 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