+175.9%
SLV vs IOVA
+28.7%
+147.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.6% | +1.1% | +2.6% |
| 7D | +5.6% | +1.9% | +3.8% | +5.5% |
| 30D | -12.1% | -44.1% | +32.0% | -10.2% |
| 3M | -16.3% | +28.9% | -45.1% | -17.6% |
| 6M | -34.1% | +125.7% | -159.8% | -36.9% |
| YTD | -25.3% | +199.3% | -224.5% | -29.6% |
| 1Y | +9.6% | +255.2% | -245.6% | +2.5% |
| 3Y | +132.7% | +106.8% | +25.8% | +115.0% |
| 5Y | +113.7% | -67.1% | +180.7% | +105.0% |
| 10Y | +175.9% | +16.7% | +159.2% | +163.4% |
| All | +175.9% | +28.7% | +147.2% | +163.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling