+97.3%
SLV vs IOVA
-92.3%
+189.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -4.0% | -0.2% |
| 7D | +5.1% | -5.2% | +10.3% | +5.1% |
| 30D | -12.9% | -37.8% | +24.9% | -12.5% |
| 3M | -16.1% | +29.5% | -45.5% | -16.4% |
| 6M | -33.2% | +96.6% | -129.7% | -33.9% |
| YTD | -27.2% | +194.5% | -221.7% | -28.4% |
| 1Y | +7.6% | +248.1% | -240.4% | +5.8% |
| 3Y | +122.3% | +86.1% | +36.2% | +118.2% |
| 5Y | +109.7% | -67.8% | +177.5% | +107.2% |
| 10Y | +168.4% | +38.6% | +129.8% | +162.9% |
| All | +97.3% | -92.3% | +189.7% | +91.5% |
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