+109.5%
SPG vs IOVA
-0.9%
+110.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.7% | +5.2% | -0.1% |
| 7D | +3.1% | -1.4% | +4.5% | +3.2% |
| 30D | +16.4% | -47.4% | +63.8% | +20.4% |
| 3M | +7.1% | +13.2% | -6.2% | +4.3% |
| 6M | +16.1% | +114.3% | -98.3% | +6.6% |
| YTD | +30.4% | +179.5% | -149.0% | +15.9% |
| 1Y | +33.0% | +200.4% | -167.4% | +17.2% |
| 3Y | +134.6% | +92.2% | +42.5% | +98.1% |
| 5Y | +84.9% | -63.8% | +148.7% | +68.3% |
| All | +109.5% | -0.9% | +110.4% | +84.8% |
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