+182.0%
SLV vs IOVA
-0.9%
+182.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.7% | +2.4% | -3.0% |
| 7D | -3.9% | -1.4% | -2.4% | -3.8% |
| 30D | -15.6% | -47.4% | +31.7% | -13.6% |
| 3M | -23.6% | +13.2% | -36.8% | -24.4% |
| 6M | -42.6% | +114.3% | -156.9% | -44.9% |
| YTD | -30.0% | +179.5% | -209.4% | -33.8% |
| 1Y | -6.6% | +200.4% | -207.0% | -12.1% |
| 3Y | +121.8% | +92.2% | +29.6% | +105.7% |
| 5Y | +92.7% | -63.8% | +156.4% | +84.2% |
| All | +182.0% | -0.9% | +182.9% | +169.2% |
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