+47.9%
SO vs IOVA
+85.3%
-37.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.9% | -4.9% | -1.1% |
| 7D | -1.5% | -5.2% | +3.7% | -1.4% |
| 30D | +8.1% | -37.8% | +45.8% | +8.3% |
| 3M | +0.2% | +29.5% | -29.3% | -0.5% |
| 6M | +0.4% | +96.6% | -96.2% | -1.2% |
| YTD | +8.5% | +194.5% | -186.0% | +6.0% |
| 1Y | +4.9% | +248.1% | -243.1% | +2.2% |
| 3Y | +47.9% | +86.1% | -38.2% | +37.5% |
| All | +47.9% | +85.3% | -37.3% | +37.5% |
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