-100.0%
SPXS vs IOVA
-92.6%
-7.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.4% |
| 7D | -7.5% | -3.5% | -4.0% | -7.7% |
| 30D | +5.3% | -45.4% | +50.7% | +2.8% |
| 3M | +9.7% | +19.0% | -9.3% | +12.0% |
| 6M | -4.6% | +112.0% | -116.6% | +1.3% |
| YTD | -25.8% | +184.2% | -210.0% | -19.2% |
| 1Y | -28.8% | +222.0% | -250.8% | -21.8% |
| 3Y | -80.2% | +92.6% | -172.7% | -77.5% |
| 5Y | -83.2% | -63.2% | -20.0% | -81.4% |
| 10Y | -99.5% | +2.1% | -101.6% | -99.4% |
| All | -100.0% | -92.6% | -7.4% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling