+16.7%
IOVA vs SPY
+315.0%
-298.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.7% | -1.7% |
| 7D | +1.9% | +0.1% | +1.8% | +2.1% |
| 30D | -44.1% | -3.3% | -40.8% | -40.7% |
| 3M | +28.9% | -2.4% | +31.3% | +34.4% |
| 6M | +125.7% | +2.6% | +123.1% | +118.6% |
| YTD | +199.3% | +11.2% | +188.0% | +160.2% |
| 1Y | +255.2% | +13.4% | +241.8% | +201.3% |
| 3Y | +106.8% | +79.9% | +26.9% | -3.6% |
| 5Y | -67.1% | +72.2% | -139.3% | -83.8% |
| 10Y | +16.7% | +307.3% | -290.6% | -84.8% |
| All | +16.7% | +315.0% | -298.3% | -84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling