+311.5%
SPY vs IOVA
+6.6%
+304.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.5% |
| 7D | +0.5% | +5.1% | -4.5% | +0.2% |
| 30D | -0.9% | +37.2% | -38.2% | -3.2% |
| 3M | +3.9% | +117.5% | -113.6% | -2.5% |
| 6M | +14.5% | +69.6% | -55.1% | +8.7% |
| YTD | +12.9% | +218.7% | -205.8% | +1.8% |
| 1Y | +19.4% | +265.5% | -246.2% | +5.7% |
| 3Y | +78.5% | +46.2% | +32.2% | +56.6% |
| 5Y | +81.8% | -63.2% | +145.0% | +69.1% |
| 10Y | +311.5% | +6.1% | +305.4% | +249.5% |
| All | +311.5% | +6.6% | +304.9% | +249.5% |
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