+267.7%
SAN vs IOVA
+0.8%
+266.9%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.5% |
| 7D | +4.0% | -3.5% | +7.5% | +4.3% |
| 30D | -7.8% | -45.4% | +37.6% | -4.7% |
| 3M | -16.4% | +19.0% | -35.4% | -18.7% |
| 6M | +3.5% | +112.0% | -108.5% | -4.6% |
| YTD | +6.7% | +184.2% | -177.6% | -4.9% |
| 1Y | +14.5% | +222.0% | -207.5% | +0.9% |
| 3Y | +243.5% | +92.6% | +151.0% | +192.2% |
| 5Y | +296.2% | -63.2% | +359.4% | +263.4% |
| All | +267.7% | +0.8% | +266.9% | +203.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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