+222.9%
SAP vs IOVA
+28.7%
+194.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.6% |
| 7D | +1.6% | +1.9% | -0.2% | +1.4% |
| 30D | +10.5% | -44.1% | +54.7% | +13.6% |
| 3M | +15.2% | +28.9% | -13.7% | +12.0% |
| 6M | +36.7% | +125.7% | -89.0% | +27.1% |
| YTD | -0.6% | +199.3% | -199.8% | -10.1% |
| 1Y | -4.1% | +255.2% | -259.4% | -14.5% |
| 3Y | +73.2% | +106.8% | -33.6% | +49.0% |
| 5Y | +74.1% | -67.1% | +141.2% | +63.2% |
| 10Y | +222.9% | +16.7% | +206.2% | +176.0% |
| All | +222.9% | +28.7% | +194.3% | +176.0% |
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