+746.9%
SPY vs IOVA
-92.2%
+839.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.7% | +2.3% |
| 7D | +0.1% | +1.9% | -1.8% | 0.0% |
| 30D | -3.3% | -44.1% | +40.8% | -2.5% |
| 3M | -2.4% | +28.9% | -31.3% | -3.2% |
| 6M | +2.6% | +125.7% | -123.1% | +0.5% |
| YTD | +11.2% | +199.3% | -188.0% | +8.2% |
| 1Y | +13.4% | +255.2% | -241.8% | +9.9% |
| 3Y | +79.9% | +106.8% | -26.9% | +73.4% |
| 5Y | +72.2% | -67.1% | +139.3% | +68.5% |
| 10Y | +307.3% | +16.7% | +290.6% | +292.2% |
| All | +746.9% | -92.2% | +839.1% | +693.6% |
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