+339.9%
SMTC vs IOVA
+12.2%
+327.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.4% |
| 7D | -10.9% | -8.5% | -2.4% | -9.4% |
| 30D | -39.4% | -44.7% | +5.3% | -34.4% |
| 3M | -13.5% | +26.2% | -39.8% | -18.3% |
| 6M | -6.8% | +123.2% | -130.0% | -20.4% |
| YTD | +54.0% | +196.0% | -142.0% | +23.4% |
| 1Y | +50.8% | +240.9% | -190.2% | +17.6% |
| 3Y | +677.3% | +103.5% | +573.8% | +482.3% |
| 5Y | +28.7% | -65.5% | +94.2% | +12.5% |
| 10Y | +339.9% | +7.0% | +332.9% | +224.8% |
| All | +339.9% | +12.2% | +327.7% | +224.8% |
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