+57.1%
SO vs IOVA
-63.1%
+120.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.8% | -0.8% |
| 7D | -0.2% | +9.7% | -9.9% | -0.3% |
| 30D | -4.6% | +102.5% | -107.1% | -5.6% |
| 3M | -3.0% | +100.7% | -103.7% | -4.1% |
| 6M | -8.3% | +106.3% | -114.6% | -9.5% |
| YTD | +3.5% | +222.0% | -218.4% | +1.4% |
| 1Y | -0.9% | +299.5% | -300.5% | -3.4% |
| 3Y | +45.4% | +42.9% | +2.4% | +41.1% |
| All | +57.1% | -63.1% | +120.3% | +53.7% |
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