-92.7%
IOVA vs SM
-16.5%
-76.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.0% | +2.9% | +3.7% |
| 7D | -5.2% | -25.9% | +20.7% | -0.8% |
| 30D | -37.8% | -15.1% | -22.7% | -36.4% |
| 3M | +29.5% | +4.9% | +24.6% | +27.7% |
| 6M | +96.6% | +6.1% | +90.4% | +91.7% |
| YTD | +194.5% | +63.4% | +131.1% | +164.8% |
| 1Y | +248.1% | +72.5% | +175.6% | +210.3% |
| 3Y | +86.1% | -16.9% | +103.0% | +84.2% |
| 5Y | -67.8% | -10.6% | -57.2% | -70.0% |
| 10Y | +38.6% | +11.3% | +27.3% | -4.1% |
| All | -92.7% | -16.5% | -76.2% | -96.2% |
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 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