+187.6%
SIMO vs IOVA
-66.8%
+254.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.7% | +3.4% | -1.8% |
| 7D | +14.9% | -1.4% | +16.3% | +15.0% |
| 30D | -27.0% | -47.4% | +20.4% | -23.8% |
| 3M | -25.4% | +13.2% | -38.6% | -27.2% |
| 6M | -30.3% | +114.3% | -144.6% | -35.8% |
| YTD | +95.8% | +179.5% | -83.7% | +75.0% |
| 1Y | +100.0% | +200.4% | -100.4% | +77.5% |
| 3Y | +238.3% | +92.2% | +146.1% | +195.1% |
| 5Y | +187.6% | -63.8% | +251.4% | +201.1% |
| All | +187.6% | -66.8% | +254.4% | +201.1% |
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