-40.9%
SE vs IOVA
+299.5%
-340.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -0.9% |
| 7D | -6.1% | +9.7% | -15.8% | -6.3% |
| 30D | -2.5% | +102.5% | -105.0% | -4.0% |
| 3M | +21.7% | +100.7% | -79.0% | +19.4% |
| 6M | +27.0% | +106.3% | -79.3% | +23.8% |
| YTD | -12.1% | +222.0% | -234.1% | -14.0% |
| 1Y | -40.9% | +299.5% | -340.5% | -41.2% |
| All | -40.9% | +299.5% | -340.5% | -41.2% |
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 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