+743.8%
SPY vs IOVA
-92.3%
+836.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.3% |
| 7D | -0.6% | -8.5% | +7.9% | -0.4% |
| 30D | -3.7% | -44.7% | +41.1% | -2.9% |
| 3M | -2.7% | +26.2% | -29.0% | -3.5% |
| 6M | +2.2% | +123.2% | -121.0% | +0.1% |
| YTD | +10.8% | +196.0% | -185.1% | +7.8% |
| 1Y | +11.2% | +240.9% | -229.7% | +7.8% |
| 3Y | +76.5% | +103.5% | -27.0% | +70.1% |
| 5Y | +72.9% | -65.5% | +138.4% | +69.2% |
| 10Y | +304.8% | +7.0% | +297.8% | +290.0% |
| All | +743.8% | -92.3% | +836.1% | +690.8% |
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