+50.8%
SGI vs IOVA
-67.9%
+118.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +3.9% | -9.3% | -5.8% |
| 7D | +1.0% | -5.2% | +6.1% | +1.3% |
| 30D | +3.9% | -37.8% | +41.7% | +7.1% |
| 3M | -0.8% | +29.5% | -30.3% | -5.7% |
| 6M | -18.0% | +96.6% | -114.5% | -26.8% |
| YTD | -27.6% | +194.5% | -222.1% | -39.4% |
| 1Y | -27.2% | +248.1% | -275.3% | -40.6% |
| 3Y | +76.0% | +86.1% | -10.1% | +35.8% |
| All | +50.8% | -67.9% | +118.7% | +27.6% |
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