-67.9%
IOVA vs SM
-11.5%
-56.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.0% | +2.9% | +3.7% |
| 7D | -5.2% | -25.9% | +20.7% | +1.0% |
| 30D | -37.8% | -15.1% | -22.7% | -35.9% |
| 3M | +29.5% | +4.9% | +24.6% | +26.5% |
| 6M | +96.6% | +6.1% | +90.4% | +88.5% |
| YTD | +194.5% | +63.4% | +131.1% | +146.0% |
| 1Y | +248.1% | +72.5% | +175.6% | +186.5% |
| 3Y | +86.1% | -16.9% | +103.0% | +78.8% |
| All | -67.9% | -11.5% | -56.3% | -71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling