+506.1%
SPCX vs IOVA
+9.6%
+496.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +2.5% |
| 7D | +1.3% | -8.5% | +9.8% | +16.2% |
| 30D | -12.0% | -44.7% | +32.8% | +66.5% |
| 3M | +3.1% | +26.2% | -23.1% | -75.7% |
| 6M | +457.1% | +251.3% | +205.8% | -88.2% |
| YTD | +457.1% | +251.3% | +205.8% | -88.2% |
| 1Y | +457.1% | +251.3% | +205.8% | -88.2% |
| All | +506.1% | +9.6% | +496.4% | -87.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling