+401.6%
SPG vs IOVA
-92.3%
+493.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.9% | -3.1% | +0.8% |
| 7D | +4.9% | -5.2% | +10.1% | +5.0% |
| 30D | +15.6% | -37.8% | +53.4% | +16.3% |
| 3M | +4.1% | +29.5% | -25.4% | +3.2% |
| 6M | +13.6% | +96.6% | -83.0% | +11.4% |
| YTD | +27.5% | +194.5% | -167.0% | +23.9% |
| 1Y | +32.2% | +248.1% | -215.8% | +28.0% |
| 3Y | +126.0% | +86.1% | +39.9% | +118.1% |
| 5Y | +74.7% | -67.8% | +142.6% | +70.9% |
| 10Y | +112.8% | +38.6% | +74.2% | +105.5% |
| All | +401.6% | -92.3% | +493.9% | +369.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling