+597.0%
SE vs IOVA
+18.4%
+578.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | +0.6% | +5.1% | -4.5% | -0.1% |
| 30D | -0.1% | +37.2% | -37.3% | -5.0% |
| 3M | +34.1% | +117.5% | -83.4% | +16.1% |
| 6M | +23.2% | +69.6% | -46.4% | +9.4% |
| YTD | -11.2% | +218.7% | -229.8% | -29.9% |
| 1Y | -40.5% | +265.5% | -306.1% | -55.0% |
| 3Y | +196.3% | +46.2% | +150.1% | +115.1% |
| 5Y | -67.0% | -63.2% | -3.8% | -71.5% |
| All | +597.0% | +18.4% | +578.6% | +416.6% |
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