+2,989.4%
SHOP vs IOVA
+4.5%
+2,985.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.1% | -2.3% | -4.9% |
| 7D | -10.6% | -2.2% | -8.4% | -10.3% |
| 30D | -18.3% | +31.7% | -50.0% | -22.5% |
| 3M | +14.8% | +117.3% | -102.4% | -2.7% |
| 6M | -5.0% | +55.8% | -60.8% | -16.3% |
| YTD | -21.2% | +208.8% | -230.0% | -40.1% |
| 1Y | -11.6% | +255.7% | -267.3% | -35.7% |
| 3Y | +101.2% | +41.7% | +59.5% | +41.9% |
| 5Y | -15.7% | -64.9% | +49.2% | -28.2% |
| 10Y | +2,989.4% | +6.3% | +2,983.1% | +1,808.1% |
| All | +2,989.4% | +4.5% | +2,985.0% | +1,808.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling