-78.0%
SE vs IOVA
-63.3%
-14.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.9% |
| 7D | -0.5% | -3.5% | +3.0% | -0.1% |
| 30D | -20.9% | -45.4% | +24.5% | -16.3% |
| 3M | -38.9% | +19.0% | -57.9% | -42.1% |
| 6M | -19.4% | +112.0% | -131.4% | -30.9% |
| YTD | -40.9% | +184.2% | -225.2% | -52.6% |
| 1Y | -46.2% | +222.0% | -268.2% | -57.9% |
| 3Y | +63.7% | +92.6% | -28.8% | +9.3% |
| All | -78.0% | -63.3% | -14.8% | -80.5% |
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