+432.7%
SN vs IOVA
+6.0%
+426.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.7% | +2.7% | -2.5% |
| 7D | +1.4% | -1.4% | +2.8% | +1.5% |
| 30D | +16.6% | -47.4% | +64.0% | +21.4% |
| 3M | +18.3% | +13.2% | +5.1% | +14.0% |
| 6M | +103.1% | +114.3% | -11.3% | +80.5% |
| YTD | +96.7% | +179.5% | -82.8% | +67.5% |
| 1Y | +134.3% | +200.4% | -66.1% | +97.0% |
| 3Y | +425.2% | +92.2% | +333.0% | +314.5% |
| All | +432.7% | +6.0% | +426.7% | +304.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling