+20.2%
SGOV vs IOVA
-73.9%
+94.1%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | 0.0% |
| 7D | +0.1% | -2.2% | +2.3% | +0.1% |
| 30D | +0.3% | +31.7% | -31.4% | +0.3% |
| 3M | +0.9% | +117.3% | -116.3% | +0.9% |
| 6M | +1.8% | +55.8% | -54.0% | +1.8% |
| YTD | +2.5% | +208.8% | -206.3% | +2.5% |
| 1Y | +3.8% | +255.7% | -251.9% | +3.8% |
| 3Y | +14.4% | +41.7% | -27.3% | +14.4% |
| 5Y | +20.2% | -64.9% | +85.1% | +20.2% |
| All | +20.2% | -73.9% | +94.1% | +20.2% |
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 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