+364.0%
SO vs IOVA
-91.6%
+455.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.8% | -0.7% |
| 7D | -0.2% | +9.7% | -9.9% | -0.2% |
| 30D | -4.6% | +102.5% | -107.1% | -5.0% |
| 3M | -3.0% | +100.7% | -103.7% | -3.5% |
| 6M | -8.3% | +106.3% | -114.6% | -8.8% |
| YTD | +3.5% | +222.0% | -218.4% | +2.6% |
| 1Y | -0.9% | +299.5% | -300.5% | -2.0% |
| 3Y | +45.4% | +42.9% | +2.4% | +43.9% |
| 5Y | +59.6% | -65.0% | +124.6% | +58.5% |
| 10Y | +156.6% | +10.3% | +146.3% | +154.6% |
| All | +364.0% | -91.6% | +455.6% | +357.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling