+1,683.8%
SPGI vs IOVA
-92.3%
+1,776.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -4.9% | -1.0% |
| 7D | +0.3% | -5.2% | +5.5% | +0.3% |
| 30D | +18.4% | -37.8% | +56.1% | +19.0% |
| 3M | +15.7% | +29.5% | -13.8% | +14.8% |
| 6M | +17.3% | +96.6% | -79.3% | +15.2% |
| YTD | -4.7% | +194.5% | -199.2% | -7.3% |
| 1Y | +1.8% | +248.1% | -246.2% | -1.3% |
| 3Y | +31.7% | +86.1% | -54.4% | +27.1% |
| 5Y | +12.1% | -67.8% | +79.9% | +9.7% |
| 10Y | +341.9% | +38.6% | +303.3% | +325.5% |
| All | +1,683.8% | -92.3% | +1,776.1% | +1,597.7% |
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