+100.5%
SIMO vs IOVA
+362.8%
-262.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.5% | -8.1% | -9.5% |
| 7D | -16.9% | -41.3% | +24.4% | -14.4% |
| 30D | -35.4% | -38.5% | +3.1% | -33.7% |
| 3M | -31.9% | +99.5% | -131.4% | -37.7% |
| 6M | -19.3% | +126.0% | -145.3% | -26.7% |
| YTD | +98.5% | +218.7% | -120.2% | +76.4% |
| 1Y | +100.5% | +378.0% | -277.5% | +78.4% |
| All | +100.5% | +362.8% | -262.3% | +78.4% |
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