+3,794.1%
SOXX vs IOVA
-92.0%
+3,886.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.8% | +0.8% |
| 7D | +6.1% | -2.2% | +8.3% | +6.2% |
| 30D | +0.5% | +31.7% | -31.2% | -0.4% |
| 3M | -5.3% | +117.3% | -122.6% | -7.9% |
| 6M | +58.3% | +55.8% | +2.5% | +55.2% |
| YTD | +76.8% | +208.8% | -131.9% | +69.5% |
| 1Y | +114.6% | +255.7% | -141.1% | +104.3% |
| 3Y | +229.6% | +41.7% | +188.0% | +214.8% |
| 5Y | +257.3% | -64.9% | +322.2% | +247.2% |
| 10Y | +1,583.2% | +6.3% | +1,576.9% | +1,498.5% |
| All | +3,794.1% | -92.0% | +3,886.0% | +3,476.9% |
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