+165.0%
SAN vs IOVA
-91.6%
+256.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.8% |
| 7D | +1.8% | +9.7% | -8.0% | +1.5% |
| 30D | +2.0% | +102.5% | -100.6% | 0.0% |
| 3M | +19.7% | +100.7% | -81.0% | +17.3% |
| 6M | +30.6% | +106.3% | -75.7% | +27.6% |
| YTD | +28.8% | +222.0% | -193.1% | +24.3% |
| 1Y | +57.8% | +299.5% | -241.8% | +51.0% |
| 3Y | +338.1% | +42.9% | +295.2% | +321.1% |
| 5Y | +384.2% | -65.0% | +449.2% | +372.2% |
| 10Y | +353.1% | +10.3% | +342.9% | +328.5% |
| All | +165.0% | -91.6% | +256.7% | +123.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling