+126.0%
SPG vs IOVA
+85.3%
+40.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.9% | -3.1% | +0.7% |
| 7D | +4.9% | -5.2% | +10.1% | +5.1% |
| 30D | +15.6% | -37.8% | +53.4% | +17.3% |
| 3M | +4.1% | +29.5% | -25.4% | +1.2% |
| 6M | +13.6% | +96.6% | -83.0% | +6.8% |
| YTD | +27.5% | +194.5% | -167.0% | +15.5% |
| 1Y | +32.2% | +248.1% | -215.8% | +18.1% |
| 3Y | +126.0% | +86.1% | +39.9% | +88.1% |
| All | +126.0% | +85.3% | +40.8% | +88.1% |
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