+244.6%
SIMO vs IOVA
+107.4%
+137.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.1% | +8.5% | +8.7% |
| 7D | +0.9% | -7.0% | +7.9% | +1.7% |
| 30D | -25.4% | -44.4% | +19.0% | -22.2% |
| 3M | -17.8% | +24.7% | -42.4% | -20.8% |
| 6M | -29.6% | +118.6% | -148.2% | -36.0% |
| YTD | +100.3% | +196.3% | -96.0% | +75.2% |
| 1Y | +100.4% | +205.3% | -104.9% | +74.4% |
| All | +244.6% | +107.4% | +137.1% | +204.3% |
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 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