+334.3%
SPGI vs IOVA
+28.7%
+305.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.6% |
| 7D | -0.9% | +1.9% | -2.7% | -1.0% |
| 30D | +15.5% | -44.1% | +59.6% | +18.6% |
| 3M | +15.7% | +28.9% | -13.2% | +12.2% |
| 6M | +19.1% | +125.7% | -106.6% | +10.1% |
| YTD | -4.1% | +199.3% | -203.3% | -14.0% |
| 1Y | +1.2% | +255.2% | -254.0% | -10.6% |
| 3Y | +31.6% | +106.8% | -75.2% | +11.1% |
| 5Y | +12.4% | -67.1% | +79.5% | +4.5% |
| 10Y | +334.3% | +16.7% | +317.6% | +259.2% |
| All | +334.3% | +28.7% | +305.6% | +259.2% |
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 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