+311.1%
SPOT vs IOVA
-51.0%
+362.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +2.2% |
| 7D | +1.6% | -3.5% | +5.1% | +2.0% |
| 30D | +16.9% | -45.4% | +62.3% | +23.1% |
| 3M | +23.0% | +19.0% | +3.9% | +16.6% |
| 6M | +42.2% | +112.0% | -69.8% | +22.9% |
| YTD | +5.5% | +184.2% | -178.8% | -14.0% |
| 1Y | -5.1% | +222.0% | -227.1% | -24.1% |
| 3Y | +257.9% | +92.6% | +165.4% | +156.7% |
| 5Y | +118.4% | -63.2% | +181.5% | +87.6% |
| All | +311.1% | -51.0% | +362.2% | +209.0% |
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