+3,929.6%
SMH vs IOVA
-92.6%
+4,022.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.7% | -3.0% |
| 7D | +4.9% | -3.5% | +8.4% | +5.0% |
| 30D | -13.8% | -45.4% | +31.6% | -12.5% |
| 3M | -17.4% | +19.0% | -36.4% | -18.1% |
| 6M | -15.0% | +112.0% | -127.0% | -17.4% |
| YTD | +35.2% | +184.2% | -149.1% | +29.7% |
| 1Y | +41.6% | +222.0% | -180.4% | +35.3% |
| 3Y | +215.6% | +92.6% | +123.1% | +199.4% |
| 5Y | +233.2% | -63.2% | +296.4% | +223.1% |
| 10Y | +1,458.7% | +2.1% | +1,456.6% | +1,381.5% |
| All | +3,929.6% | -92.6% | +4,022.2% | +3,617.7% |
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