-18.8%
SGI vs IOVA
+250.8%
-269.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.4% |
| 7D | +9.3% | +5.1% | +4.2% | +9.0% |
| 30D | +6.9% | +37.2% | -30.3% | +5.1% |
| 3M | +2.8% | +117.5% | -114.7% | -2.7% |
| 6M | -12.6% | +69.6% | -82.2% | -16.4% |
| YTD | -21.5% | +218.7% | -240.2% | -29.3% |
| 1Y | -18.8% | +265.5% | -284.3% | -33.2% |
| All | -18.8% | +250.8% | -269.6% | -33.2% |
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