+78.7%
SO vs IOVA
-63.3%
+142.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +1.2% |
| 7D | +1.4% | -3.5% | +4.8% | +1.4% |
| 30D | +4.7% | -45.4% | +50.1% | +5.2% |
| 3M | +1.7% | +19.0% | -17.3% | +1.0% |
| 6M | +2.2% | +112.0% | -109.9% | +0.5% |
| YTD | +10.0% | +184.2% | -174.3% | +7.4% |
| 1Y | +6.0% | +222.0% | -215.9% | +3.4% |
| 3Y | +54.1% | +92.6% | -38.4% | +48.6% |
| All | +78.7% | -63.3% | +142.0% | +72.6% |
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