+340.7%
SMTC vs IOVA
+0.8%
+340.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.8% | -4.3% |
| 7D | +11.0% | -3.5% | +14.5% | +11.7% |
| 30D | -28.5% | -45.4% | +16.9% | -22.4% |
| 3M | -14.2% | +19.0% | -33.2% | -18.2% |
| 6M | -18.0% | +112.0% | -130.0% | -29.4% |
| YTD | +55.5% | +184.2% | -128.7% | +25.4% |
| 1Y | +69.5% | +222.0% | -152.5% | +33.6% |
| 3Y | +699.7% | +92.6% | +607.1% | +504.1% |
| 5Y | +27.4% | -63.2% | +90.6% | +10.4% |
| All | +340.7% | +0.8% | +340.0% | +227.4% |
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