-40.5%
SE vs IOVA
+250.8%
-291.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.1% |
| 7D | +0.6% | +5.1% | -4.5% | +0.5% |
| 30D | -0.1% | +37.2% | -37.3% | -0.8% |
| 3M | +34.1% | +117.5% | -83.4% | +31.2% |
| 6M | +23.2% | +69.6% | -46.4% | +20.3% |
| YTD | -11.2% | +218.7% | -229.8% | -12.7% |
| 1Y | -40.5% | +265.5% | -306.1% | -40.0% |
| All | -40.5% | +250.8% | -291.3% | -40.0% |
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