-4.1%
SAP vs IOVA
+237.6%
-241.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.7% |
| 7D | +1.6% | +1.9% | -0.2% | +1.5% |
| 30D | +10.5% | -44.1% | +54.7% | +12.0% |
| 3M | +15.2% | +28.9% | -13.7% | +13.5% |
| 6M | +36.7% | +125.7% | -89.0% | +31.3% |
| YTD | -0.6% | +199.3% | -199.8% | -6.7% |
| All | -4.1% | +237.6% | -241.7% | -10.3% |
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 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