+151.9%
SLV vs IOVA
-91.6%
+243.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.2% |
| 7D | -0.3% | +9.7% | -10.1% | -0.4% |
| 30D | +6.7% | +102.5% | -95.8% | +5.8% |
| 3M | -10.7% | +100.7% | -111.4% | -11.5% |
| 6M | -20.6% | +106.3% | -126.9% | -21.4% |
| YTD | -7.1% | +222.0% | -229.1% | -8.5% |
| 1Y | +62.0% | +299.5% | -237.6% | +59.1% |
| 3Y | +169.8% | +42.9% | +126.9% | +165.5% |
| 5Y | +161.5% | -65.0% | +226.4% | +158.4% |
| 10Y | +224.4% | +10.3% | +214.1% | +218.1% |
| All | +151.9% | -91.6% | +243.5% | +144.4% |
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 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