+86.1%
IOVA vs SPY
+75.1%
+11.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.6% | +3.3% |
| 7D | -5.2% | -2.7% | -2.5% | -0.1% |
| 30D | -37.8% | -5.4% | -32.4% | -30.6% |
| 3M | +29.5% | -4.1% | +33.6% | +40.5% |
| 6M | +96.6% | +0.7% | +95.9% | +94.7% |
| YTD | +194.5% | +8.7% | +185.8% | +155.6% |
| 1Y | +248.1% | +10.9% | +237.2% | +191.9% |
| 3Y | +86.1% | +75.0% | +11.1% | -62.2% |
| All | +86.1% | +75.1% | +11.0% | -62.2% |
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