+1.2%
SO vs IOVA
+250.8%
-249.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.0% |
| 7D | +1.0% | +5.1% | -4.1% | +1.0% |
| 30D | -3.2% | +37.2% | -40.4% | -3.3% |
| 3M | -1.7% | +117.5% | -119.2% | -2.2% |
| 6M | -7.2% | +69.6% | -76.8% | -7.6% |
| YTD | +4.6% | +218.7% | -214.1% | +3.9% |
| 1Y | +1.2% | +265.5% | -264.3% | +0.8% |
| All | +1.2% | +250.8% | -249.6% | +0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling