-48.0%
SMR vs IOVA
-47.9%
-0.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +1.9% | -7.0% | +9.0% | +2.9% |
| 30D | -21.9% | -44.4% | +22.5% | -18.0% |
| 3M | -47.1% | +24.7% | -71.8% | -49.6% |
| 6M | -60.6% | +118.6% | -179.3% | -65.2% |
| YTD | -63.1% | +196.3% | -259.4% | -68.8% |
| 1Y | -80.4% | +205.3% | -285.7% | -83.5% |
| 3Y | +150.2% | +103.8% | +46.5% | +101.1% |
| All | -48.0% | -47.9% | -0.1% | -57.4% |
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 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