-10.4%
SHW vs IOVA
+254.2%
-264.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -1.7% |
| 7D | -3.2% | -2.2% | -1.0% | -3.2% |
| 30D | -11.4% | +31.7% | -43.1% | -11.4% |
| 3M | +3.5% | +117.3% | -113.8% | +3.1% |
| 6M | -3.4% | +55.8% | -59.2% | -4.2% |
| YTD | -0.3% | +208.8% | -209.1% | 0.0% |
| 1Y | -10.4% | +255.7% | -266.1% | -9.3% |
| All | -10.4% | +254.2% | -264.6% | -9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling