+335.2%
SGI vs IOVA
+12.2%
+323.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.1% | -4.2% | -5.1% |
| 7D | -3.9% | -8.5% | +4.6% | -3.0% |
| 30D | +0.9% | -44.7% | +45.7% | +6.7% |
| 3M | -2.9% | +26.2% | -29.1% | -8.6% |
| 6M | -9.0% | +123.2% | -132.2% | -22.6% |
| YTD | -29.2% | +196.0% | -225.1% | -43.4% |
| 1Y | -32.3% | +240.9% | -273.2% | -47.3% |
| 3Y | +72.4% | +103.5% | -31.1% | +24.5% |
| 5Y | +50.6% | -65.5% | +116.1% | +29.5% |
| 10Y | +335.2% | +7.0% | +328.2% | +218.4% |
| All | +335.2% | +12.2% | +323.0% | +218.4% |
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