+226.8%
SOXX vs IOVA
+43.8%
+183.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.7% | -3.8% | +1.4% |
| 7D | +1.4% | -2.2% | +3.5% | +1.5% |
| 30D | -3.6% | +27.6% | -31.2% | -5.5% |
| 3M | -10.2% | +117.2% | -127.3% | -16.4% |
| 6M | +54.2% | +77.7% | -23.4% | +44.9% |
| YTD | +75.2% | +215.0% | -139.8% | +55.8% |
| 1Y | +107.5% | +255.4% | -147.9% | +81.3% |
| 3Y | +226.8% | +42.6% | +184.1% | +181.1% |
| All | +226.8% | +43.8% | +183.0% | +181.1% |
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 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