+146.7%
SHOP vs IOVA
+87.0%
+59.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.9% | -0.3% | +3.3% |
| 7D | -5.4% | -5.2% | -0.3% | -5.1% |
| 30D | -10.3% | -37.8% | +27.5% | -7.6% |
| 3M | +1.0% | +29.5% | -28.5% | -2.5% |
| 6M | +41.2% | +96.6% | -55.3% | +29.7% |
| YTD | -7.5% | +194.5% | -202.0% | -19.6% |
| 1Y | -4.6% | +248.1% | -252.6% | -18.9% |
| All | +146.7% | +87.0% | +59.7% | +113.7% |
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