-99.5%
SPXU vs IOVA
+0.8%
-100.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +1.5% |
| 7D | -7.6% | -3.5% | -4.1% | -8.1% |
| 30D | +5.3% | -45.4% | +50.7% | -3.8% |
| 3M | +9.6% | +19.0% | -9.4% | +18.1% |
| 6M | -4.5% | +112.0% | -116.6% | +18.6% |
| YTD | -25.9% | +184.2% | -210.1% | +1.6% |
| 1Y | -28.9% | +222.0% | -250.9% | +0.8% |
| 3Y | -80.5% | +92.6% | -173.0% | -68.0% |
| 5Y | -83.4% | -63.2% | -20.2% | -77.6% |
| All | -99.5% | +0.8% | -100.3% | -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