+455.3%
SN vs IOVA
+13.5%
+441.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +2.8% |
| 7D | +7.6% | +1.9% | +5.8% | +7.4% |
| 30D | +24.1% | -44.1% | +68.2% | +28.6% |
| 3M | +23.7% | +28.9% | -5.2% | +18.0% |
| 6M | +105.5% | +125.7% | -20.2% | +82.0% |
| YTD | +105.1% | +199.3% | -94.2% | +73.6% |
| 1Y | +148.3% | +255.2% | -106.9% | +105.0% |
| 3Y | +438.7% | +106.8% | +331.8% | +322.6% |
| All | +455.3% | +13.5% | +441.9% | +318.9% |
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 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