+75.0%
SPY vs IOVA
+85.3%
-10.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.9% | -3.6% | +0.2% |
| 7D | -2.7% | -5.2% | +2.5% | -2.5% |
| 30D | -5.4% | -37.8% | +32.4% | -4.1% |
| 3M | -4.1% | +29.5% | -33.6% | -5.9% |
| 6M | +0.7% | +96.6% | -95.9% | -3.7% |
| YTD | +8.7% | +194.5% | -185.8% | +1.3% |
| 1Y | +10.9% | +248.1% | -237.2% | +2.3% |
| 3Y | +75.0% | +86.1% | -11.1% | +59.0% |
| All | +75.0% | +85.3% | -10.3% | +59.0% |
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 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