-41.8%
SIRI vs IOVA
-66.4%
+24.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.4% | +4.6% | +1.4% |
| 7D | -3.0% | -6.4% | +3.4% | -2.6% |
| 30D | +1.3% | +25.4% | -24.1% | -0.3% |
| 3M | +5.6% | +115.3% | -109.7% | -0.4% |
| 6M | +35.2% | +56.5% | -21.4% | +29.4% |
| YTD | +49.1% | +198.2% | -149.1% | +35.1% |
| 1Y | +26.8% | +242.0% | -215.2% | +12.9% |
| 3Y | -23.7% | +36.8% | -60.5% | -31.1% |
| 5Y | -41.8% | -64.3% | +22.4% | -45.3% |
| All | -41.8% | -66.4% | +24.6% | -45.3% |
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 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