+82.7%
SPG vs IOVA
-63.3%
+146.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.4% |
| 7D | +2.0% | -3.5% | +5.5% | +2.2% |
| 30D | +17.2% | -45.4% | +62.6% | +20.3% |
| 3M | +6.3% | +19.0% | -12.7% | +3.6% |
| 6M | +18.7% | +112.0% | -93.3% | +10.3% |
| YTD | +30.1% | +184.2% | -154.2% | +17.0% |
| 1Y | +32.8% | +222.0% | -189.2% | +18.1% |
| 3Y | +133.6% | +92.6% | +41.0% | +100.2% |
| All | +82.7% | -63.3% | +146.0% | +66.5% |
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