-99.5%
SPXS vs IOVA
+9.7%
-109.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.7% | -8.1% | -1.3% |
| 7D | +2.5% | -2.2% | +4.7% | +2.2% |
| 30D | +4.2% | +27.6% | -23.4% | +9.8% |
| 3M | -9.3% | +117.2% | -126.5% | +8.4% |
| 6M | -30.7% | +77.7% | -108.4% | -18.6% |
| YTD | -28.1% | +215.0% | -243.1% | -2.8% |
| 1Y | -35.1% | +255.4% | -290.4% | -8.2% |
| 3Y | -79.6% | +42.6% | -122.2% | -69.7% |
| 5Y | -86.3% | -62.2% | -24.0% | -82.0% |
| All | -99.5% | +9.7% | -109.2% | -99.1% |
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