+167.7%
SIRI vs IOVA
-91.7%
+259.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.6% |
| 7D | +4.3% | +5.1% | -0.8% | +4.2% |
| 30D | -2.8% | +37.2% | -40.1% | -3.6% |
| 3M | +5.9% | +117.5% | -111.6% | +3.7% |
| 6M | +31.9% | +69.6% | -37.7% | +29.6% |
| YTD | +48.7% | +218.7% | -170.0% | +43.6% |
| 1Y | +23.2% | +265.5% | -242.3% | +18.4% |
| 3Y | -23.9% | +46.2% | -70.1% | -26.6% |
| 5Y | -43.4% | -63.2% | +19.8% | -44.8% |
| 10Y | -13.6% | +6.1% | -19.7% | -17.6% |
| All | +167.7% | -91.7% | +259.5% | +140.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling