+14.1%
SLB vs IOVA
-92.3%
+106.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.9% | -3.3% | +0.5% |
| 7D | -7.1% | -5.2% | -1.9% | -7.0% |
| 30D | +4.1% | -37.8% | +41.9% | +4.9% |
| 3M | -2.6% | +29.5% | -32.1% | -3.7% |
| 6M | -8.6% | +96.6% | -105.1% | -10.7% |
| YTD | +32.2% | +194.5% | -162.3% | +27.6% |
| 1Y | +40.7% | +248.1% | -207.4% | +35.2% |
| 3Y | -4.5% | +86.1% | -90.6% | -8.6% |
| 5Y | +66.4% | -67.8% | +134.2% | +62.1% |
| 10Y | -15.1% | +38.6% | -53.7% | -19.3% |
| All | +14.1% | -92.3% | +106.4% | +0.7% |
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