-92.0%
IOVA vs SPY
+760.2%
-852.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.5% |
| 7D | +9.7% | +0.1% | +9.6% | +9.6% |
| 30D | +102.5% | +0.1% | +102.5% | +101.9% |
| 3M | +100.7% | +2.0% | +98.7% | +94.5% |
| 6M | +106.3% | +13.0% | +93.3% | +76.3% |
| YTD | +222.0% | +13.5% | +208.4% | +174.4% |
| 1Y | +299.5% | +20.0% | +279.6% | +217.9% |
| 3Y | +42.9% | +77.2% | -34.3% | -27.1% |
| 5Y | -65.0% | +81.9% | -146.9% | -82.7% |
| 10Y | +10.3% | +314.1% | -303.8% | -77.1% |
| All | -92.0% | +760.2% | -852.2% | -98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling