-86.1%
SPXS vs IOVA
-63.0%
-23.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.7% | +1.5% |
| 7D | -1.5% | +5.1% | -6.6% | -0.8% |
| 30D | +3.7% | +37.2% | -33.6% | +9.0% |
| 3M | -9.6% | +117.5% | -127.1% | +3.8% |
| 6M | -32.4% | +69.6% | -102.0% | -24.0% |
| YTD | -28.7% | +218.7% | -247.3% | -9.8% |
| 1Y | -38.1% | +265.5% | -303.6% | -18.6% |
| 3Y | -80.1% | +46.2% | -126.3% | -72.4% |
| All | -86.1% | -63.0% | -23.1% | -81.8% |
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