+214.8%
SAP vs IOVA
+34.0%
+180.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.9% | -8.0% | -4.4% |
| 7D | -0.7% | -5.2% | +4.5% | -0.5% |
| 30D | +11.1% | -37.8% | +48.9% | +13.4% |
| 3M | +17.0% | +29.5% | -12.4% | +13.8% |
| 6M | +34.8% | +96.6% | -61.7% | +26.4% |
| YTD | -2.2% | +194.5% | -196.7% | -11.5% |
| 1Y | -6.4% | +248.1% | -254.5% | -16.5% |
| 3Y | +75.1% | +86.1% | -11.0% | +51.9% |
| 5Y | +69.8% | -67.8% | +137.7% | +59.4% |
| All | +214.8% | +34.0% | +180.8% | +170.3% |
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