+1,591.1%
SPGI vs IOVA
-91.6%
+1,682.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.6% |
| 7D | +0.1% | +9.7% | -9.6% | 0.0% |
| 30D | +8.4% | +102.5% | -94.1% | +7.0% |
| 3M | +11.8% | +100.7% | -88.8% | +10.2% |
| 6M | +5.7% | +106.3% | -100.6% | +4.0% |
| YTD | -9.7% | +222.0% | -231.7% | -12.0% |
| 1Y | -12.5% | +299.5% | -312.0% | -15.1% |
| 3Y | +21.8% | +42.9% | -21.1% | +18.3% |
| 5Y | +8.2% | -65.0% | +73.2% | +6.1% |
| 10Y | +309.5% | +10.3% | +299.2% | +295.5% |
| All | +1,591.1% | -91.6% | +1,682.8% | +1,512.5% |
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 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