+85.6%
SPYG vs IOVA
-63.0%
+148.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | +1.2% | +5.1% | -3.9% | +0.9% |
| 30D | -1.6% | +37.2% | -38.8% | -3.5% |
| 3M | +3.4% | +117.5% | -114.1% | -2.3% |
| 6M | +18.9% | +69.6% | -50.7% | +13.5% |
| YTD | +13.8% | +218.7% | -204.9% | +3.7% |
| 1Y | +20.6% | +265.5% | -245.0% | +8.2% |
| 3Y | +100.5% | +46.2% | +54.3% | +78.0% |
| All | +85.6% | -63.0% | +148.6% | +72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling