+116.0%
SLV vs IOVA
+99.0%
+17.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.3% |
| 7D | -5.8% | -3.5% | -2.4% | -5.6% |
| 30D | -12.1% | -45.4% | +33.3% | -9.4% |
| 3M | -24.1% | +19.0% | -43.1% | -25.3% |
| 6M | -44.4% | +112.0% | -156.4% | -47.3% |
| YTD | -31.5% | +184.2% | -215.7% | -36.3% |
| 1Y | -6.9% | +222.0% | -228.9% | -14.1% |
| 3Y | +116.0% | +92.6% | +23.5% | +91.2% |
| All | +116.0% | +99.0% | +17.0% | +91.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling