-79.7%
SPXS vs IOVA
+45.5%
-125.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.7% | +1.5% |
| 7D | -1.5% | +5.1% | -6.6% | -1.0% |
| 30D | +3.7% | +37.2% | -33.6% | +7.9% |
| 3M | -9.6% | +117.5% | -127.1% | +1.0% |
| 6M | -32.4% | +69.6% | -102.0% | -25.7% |
| YTD | -28.7% | +218.7% | -247.3% | -13.7% |
| 1Y | -38.1% | +265.5% | -303.6% | -22.7% |
| All | -79.7% | +45.5% | -125.2% | -71.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling