-99.5%
SPXS vs IOVA
-0.9%
-98.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.7% | +6.7% | 0.0% |
| 7D | -9.5% | -1.4% | -8.0% | -9.6% |
| 30D | +7.4% | -47.4% | +54.8% | -2.5% |
| 3M | +6.1% | +13.2% | -7.1% | +13.2% |
| 6M | -7.3% | +114.3% | -121.6% | +15.5% |
| YTD | -26.7% | +179.5% | -206.2% | +0.1% |
| 1Y | -26.2% | +200.4% | -226.6% | +3.2% |
| 3Y | -80.3% | +92.2% | -172.5% | -67.8% |
| 5Y | -83.4% | -63.8% | -19.6% | -77.7% |
| All | -99.5% | -0.9% | -98.6% | -99.0% |
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