+386.3%
SO vs IOVA
-92.3%
+478.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.1% |
| 6M | +0.4% | +96.6% | -96.2% | -0.2% |
| YTD | +8.5% | +194.5% | -186.0% | +7.5% |
| 1Y | +4.9% | +248.1% | -243.1% | +3.8% |
| 3Y | +47.9% | +86.1% | -38.2% | +46.1% |
| 5Y | +75.7% | -67.8% | +143.5% | +74.3% |
| 10Y | +178.0% | +38.6% | +139.4% | +175.6% |
| All | +386.3% | -92.3% | +478.6% | +379.1% |
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