+33.8%
SOLS vs IOVA
+290.1%
-256.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.2% |
| 7D | +4.5% | +5.1% | -0.5% | +4.6% |
| 30D | +6.0% | +37.2% | -31.2% | +6.0% |
| 3M | -19.7% | +117.5% | -137.2% | -19.8% |
| 6M | -10.4% | +69.6% | -80.0% | -11.8% |
| YTD | +33.3% | +218.7% | -185.4% | +37.5% |
| All | +33.8% | +290.1% | -256.4% | +43.0% |
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