+88.9%
SMR vs IOVA
+45.5%
+43.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -1.0% | +16.3% | +15.4% |
| 7D | +21.4% | +5.1% | +16.3% | +20.6% |
| 30D | +13.8% | +37.2% | -23.4% | +9.0% |
| 3M | +3.9% | +117.5% | -113.6% | -7.6% |
| 6M | -4.2% | +69.6% | -73.8% | -12.8% |
| YTD | -21.1% | +218.7% | -239.8% | -34.3% |
| 1Y | -67.1% | +265.5% | -332.6% | -73.3% |
| All | +88.9% | +45.5% | +43.4% | +11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling