+6.1%
IOVA vs SPY
+311.3%
-305.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.2% |
| 7D | +5.1% | +0.5% | +4.5% | +4.3% |
| 30D | +37.2% | -0.9% | +38.2% | +38.8% |
| 3M | +117.5% | +3.9% | +113.6% | +104.5% |
| 6M | +69.6% | +14.5% | +55.1% | +39.9% |
| YTD | +218.7% | +12.9% | +205.8% | +168.4% |
| 1Y | +265.5% | +19.4% | +246.2% | +185.0% |
| 3Y | +46.2% | +78.5% | -32.2% | -32.3% |
| 5Y | -63.2% | +81.8% | -145.0% | -83.5% |
| 10Y | +6.1% | +311.5% | -305.4% | -87.8% |
| All | +6.1% | +311.3% | -305.2% | -87.8% |
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