+365.7%
SE vs IOVA
+9.4%
+356.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.9% | -3.7% | -0.4% |
| 7D | +2.0% | -5.2% | +7.2% | +2.7% |
| 30D | -20.0% | -37.8% | +17.8% | -16.0% |
| 3M | -31.8% | +29.5% | -61.2% | -36.5% |
| 6M | -15.9% | +96.6% | -112.5% | -28.7% |
| YTD | -40.6% | +194.5% | -235.1% | -54.0% |
| 1Y | -50.7% | +248.1% | -298.7% | -63.1% |
| 3Y | +70.3% | +86.1% | -15.8% | +15.2% |
| 5Y | -78.8% | -67.8% | -11.0% | -81.8% |
| All | +365.7% | +9.4% | +356.4% | +238.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling