+54.1%
SAN vs IOVA
+250.8%
-196.7%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.4% |
| 7D | +3.3% | +5.1% | -1.7% | +3.1% |
| 30D | +1.1% | +37.2% | -36.1% | -0.3% |
| 3M | +22.2% | +117.5% | -95.3% | +17.4% |
| 6M | +36.0% | +69.6% | -33.6% | +31.0% |
| YTD | +28.2% | +218.7% | -190.4% | +22.1% |
| 1Y | +54.1% | +265.5% | -211.4% | +45.5% |
| All | +54.1% | +250.8% | -196.7% | +45.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling