+805.6%
SGI vs IOVA
-91.6%
+897.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.5% |
| 7D | +8.5% | +9.7% | -1.2% | +8.2% |
| 30D | +0.7% | +102.5% | -101.9% | -1.8% |
| 3M | +0.6% | +100.7% | -100.1% | -2.1% |
| 6M | -17.9% | +106.3% | -124.3% | -20.4% |
| YTD | -21.2% | +222.0% | -243.2% | -24.7% |
| 1Y | -18.9% | +299.5% | -318.4% | -23.2% |
| 3Y | +52.6% | +42.9% | +9.7% | +45.3% |
| 5Y | +60.7% | -65.0% | +125.7% | +55.8% |
| 10Y | +278.1% | +10.3% | +267.8% | +260.2% |
| All | +805.6% | -91.6% | +897.2% | +770.4% |
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 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