-5.6%
SHOP vs IOVA
-64.9%
+59.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.6% | -0.7% |
| 7D | -5.1% | +9.7% | -14.8% | -6.4% |
| 30D | +0.6% | +102.5% | -101.9% | -10.5% |
| 3M | +25.0% | +100.7% | -75.7% | +10.2% |
| 6M | +11.9% | +106.3% | -94.4% | -3.8% |
| YTD | -9.9% | +222.0% | -231.8% | -29.1% |
| 1Y | 0.0% | +299.5% | -299.6% | -25.5% |
| 3Y | +117.5% | +42.9% | +74.6% | +57.6% |
| All | -5.6% | -64.9% | +59.3% | -22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling