+103.1%
SPG vs IOVA
-64.9%
+168.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.0% |
| 7D | -2.4% | +9.7% | -12.1% | -2.9% |
| 30D | -6.8% | +102.5% | -109.4% | -11.4% |
| 3M | +2.7% | +100.7% | -98.0% | -2.7% |
| 6M | +5.5% | +106.3% | -100.9% | -0.9% |
| YTD | +15.7% | +222.0% | -206.3% | +4.7% |
| 1Y | +20.9% | +299.5% | -278.7% | +6.9% |
| 3Y | +112.4% | +42.9% | +69.5% | +88.0% |
| All | +103.1% | -64.9% | +168.0% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling