-80.5%
SPXU vs IOVA
+99.0%
-179.4%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +1.4% |
| 7D | -7.6% | -3.5% | -4.1% | -7.9% |
| 30D | +5.3% | -45.4% | +50.7% | 0.0% |
| 3M | +9.6% | +19.0% | -9.4% | +15.0% |
| 6M | -4.5% | +112.0% | -116.6% | +9.7% |
| YTD | -25.9% | +184.2% | -210.1% | -9.1% |
| 1Y | -28.9% | +222.0% | -250.9% | -10.7% |
| 3Y | -80.5% | +92.6% | -173.0% | -73.4% |
| All | -80.5% | +99.0% | -179.4% | -73.4% |
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