+194.9%
SO vs IOVA
+12.2%
+182.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.1% |
| 7D | -0.1% | -8.5% | +8.4% | +0.1% |
| 30D | +8.7% | -44.7% | +53.4% | +10.0% |
| 3M | +3.4% | +26.2% | -22.9% | +1.9% |
| 6M | +3.7% | +123.2% | -119.5% | +0.1% |
| YTD | +10.0% | +196.0% | -185.9% | +4.7% |
| 1Y | +6.6% | +240.9% | -234.3% | +0.8% |
| 3Y | +52.5% | +103.5% | -51.0% | +41.0% |
| 5Y | +76.1% | -65.5% | +141.5% | +70.0% |
| 10Y | +194.9% | +7.0% | +187.9% | +181.1% |
| All | +194.9% | +12.2% | +182.7% | +181.1% |
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