+112.6%
SPOT vs IOVA
-64.1%
+176.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.8% |
| 7D | -6.5% | -2.2% | -4.3% | -6.3% |
| 30D | +2.2% | +31.7% | -29.5% | -0.8% |
| 3M | +5.4% | +117.3% | -111.9% | -4.0% |
| 6M | -4.0% | +55.8% | -59.8% | -10.3% |
| YTD | -9.9% | +208.8% | -218.7% | -22.5% |
| 1Y | -27.3% | +255.7% | -283.0% | -39.0% |
| 3Y | +236.4% | +41.7% | +194.7% | +168.0% |
| 5Y | +112.6% | -64.9% | +177.5% | +94.5% |
| All | +112.6% | -64.1% | +176.7% | +94.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling