+80.7%
SAP vs IOVA
-63.3%
+144.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.3% |
| 7D | +0.6% | -3.5% | +4.1% | +0.8% |
| 30D | +6.5% | -45.4% | +51.9% | +8.9% |
| 3M | +12.2% | +19.0% | -6.8% | +10.3% |
| 6M | +46.1% | +112.0% | -66.0% | +38.5% |
| YTD | -1.6% | +184.2% | -185.9% | -8.8% |
| 1Y | -5.1% | +222.0% | -227.1% | -12.7% |
| 3Y | +68.4% | +92.6% | -24.2% | +49.8% |
| All | +80.7% | -63.3% | +144.0% | +70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling