+7.5%
SMR vs IOVA
-45.7%
+53.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.1% | -0.2% | -3.0% |
| 7D | +13.1% | -2.2% | +15.3% | +13.3% |
| 30D | +17.8% | +31.7% | -14.0% | +14.0% |
| 3M | +8.1% | +117.3% | -109.2% | -2.1% |
| 6M | -11.1% | +55.8% | -66.9% | -17.2% |
| YTD | -23.7% | +208.8% | -232.5% | -34.4% |
| 1Y | -69.4% | +255.7% | -325.1% | -74.3% |
| 3Y | +82.6% | +41.7% | +40.9% | +52.2% |
| All | +7.5% | -45.7% | +53.1% | -10.4% |
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 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