+124.0%
SHOP vs IOVA
+49.0%
+75.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.6% | -0.6% |
| 7D | -5.1% | +9.7% | -14.8% | -5.8% |
| 30D | +0.6% | +102.5% | -101.9% | -5.8% |
| 3M | +25.0% | +100.7% | -75.7% | +16.5% |
| 6M | +11.9% | +106.3% | -94.4% | +2.9% |
| YTD | -9.9% | +222.0% | -231.8% | -21.4% |
| 1Y | 0.0% | +299.5% | -299.6% | -15.6% |
| All | +124.0% | +49.0% | +75.0% | +75.5% |
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