+1,789.8%
SMH vs IOVA
+3.8%
+1,786.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.4% | +1.0% | -2.1% |
| 7D | +1.4% | -6.4% | +7.8% | +2.1% |
| 30D | -2.2% | +25.4% | -27.6% | -4.8% |
| 3M | -1.9% | +115.3% | -117.2% | -11.1% |
| 6M | +41.0% | +56.5% | -15.5% | +31.0% |
| YTD | +55.6% | +198.2% | -142.6% | +33.2% |
| 1Y | +86.8% | +242.0% | -155.2% | +55.6% |
| 3Y | +277.7% | +36.8% | +240.8% | +211.5% |
| 5Y | +324.2% | -64.3% | +388.4% | +282.8% |
| All | +1,789.8% | +3.8% | +1,786.0% | +1,424.0% |
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