+571.7%
SMTC vs IOVA
+50.0%
+521.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.0% | +11.0% | +10.1% |
| 7D | +22.9% | +5.1% | +17.9% | +22.0% |
| 30D | +16.6% | +37.2% | -20.6% | +10.7% |
| 3M | +2.4% | +117.5% | -115.1% | -10.6% |
| 6M | +98.3% | +69.6% | +28.7% | +77.7% |
| YTD | +120.7% | +218.7% | -98.0% | +78.3% |
| 1Y | +168.3% | +265.5% | -97.3% | +109.5% |
| 3Y | +571.7% | +46.2% | +525.5% | +367.2% |
| All | +571.7% | +50.0% | +521.7% | +367.2% |
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