-92.0%
IOVA vs SM
+1.7%
-93.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.4% |
| 7D | +9.7% | +0.1% | +9.6% | +9.7% |
| 30D | +102.5% | +26.3% | +76.2% | +95.2% |
| 3M | +100.7% | +8.7% | +92.0% | +97.1% |
| 6M | +106.3% | +51.7% | +54.7% | +89.9% |
| YTD | +222.0% | +99.0% | +122.9% | +182.7% |
| 1Y | +299.5% | +34.6% | +265.0% | +272.8% |
| 3Y | +42.9% | -7.8% | +50.7% | +39.6% |
| 5Y | -65.0% | +104.8% | -169.8% | -71.0% |
| 10Y | +10.3% | +7.2% | +3.0% | -21.6% |
| All | -92.0% | +1.7% | -93.7% | -96.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling