+303.8%
SGI vs IOVA
-0.9%
+304.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.7% | +2.7% | -2.3% |
| 7D | -10.7% | -1.4% | -9.3% | -10.6% |
| 30D | -3.6% | -47.4% | +43.8% | +2.5% |
| 3M | -5.4% | +13.2% | -18.6% | -9.8% |
| 6M | -7.0% | +114.3% | -121.4% | -20.6% |
| YTD | -31.6% | +179.5% | -211.1% | -44.9% |
| 1Y | -33.5% | +200.4% | -233.9% | -47.3% |
| 3Y | +66.5% | +92.2% | -25.7% | +21.1% |
| 5Y | +42.2% | -63.8% | +106.0% | +21.1% |
| All | +303.8% | -0.9% | +304.7% | +196.7% |
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