+39.8%
IOVA vs SPY
+76.5%
-36.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.3% |
| 7D | -2.2% | -0.4% | -1.8% | -1.6% |
| 30D | +31.7% | -1.4% | +33.1% | +34.5% |
| 3M | +117.3% | +3.7% | +113.6% | +101.9% |
| 6M | +55.8% | +13.0% | +42.8% | +25.3% |
| YTD | +208.8% | +12.4% | +196.4% | +150.7% |
| 1Y | +255.7% | +18.5% | +237.2% | +162.9% |
| All | +39.8% | +76.5% | -36.7% | -61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling