+14.4%
SGOV vs IOVA
+43.8%
-29.4%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.7% | -5.6% | 0.0% |
| 7D | 0.0% | -2.2% | +2.2% | 0.0% |
| 30D | +0.3% | +27.6% | -27.3% | +0.3% |
| 3M | +0.9% | +117.2% | -116.2% | +0.9% |
| 6M | +1.8% | +77.7% | -75.8% | +1.9% |
| YTD | +2.5% | +215.0% | -212.5% | +2.6% |
| 1Y | +3.8% | +255.4% | -251.6% | +3.8% |
| 3Y | +14.4% | +42.6% | -28.2% | +14.4% |
| All | +14.4% | +43.8% | -29.4% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling