-3.6%
SMR vs IOVA
-43.4%
+39.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.6% |
| 7D | +4.4% | +9.7% | -5.3% | +3.4% |
| 30D | +3.4% | +102.5% | -99.1% | -5.3% |
| 3M | -19.2% | +100.7% | -119.9% | -26.1% |
| 6M | -22.6% | +106.3% | -129.0% | -30.1% |
| YTD | -31.5% | +222.0% | -253.5% | -41.4% |
| 1Y | -73.1% | +299.5% | -372.6% | -77.7% |
| 3Y | +55.0% | +42.9% | +12.0% | +28.8% |
| All | -3.6% | -43.4% | +39.8% | -19.9% |
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