+324.2%
SMH vs IOVA
-66.4%
+390.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.4% | +1.0% | -2.1% |
| 7D | +1.4% | -6.4% | +7.8% | +2.0% |
| 30D | -2.2% | +25.4% | -27.6% | -4.3% |
| 3M | -1.9% | +115.3% | -117.2% | -9.5% |
| 6M | +41.0% | +56.5% | -15.5% | +32.8% |
| YTD | +55.6% | +198.2% | -142.6% | +36.9% |
| 1Y | +86.8% | +242.0% | -155.2% | +60.7% |
| 3Y | +277.7% | +36.8% | +240.8% | +222.1% |
| 5Y | +324.2% | -64.3% | +388.4% | +288.4% |
| All | +324.2% | -66.4% | +390.6% | +288.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling