+69.4%
SPYG vs IOVA
-63.9%
+133.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.7% | +5.4% | +0.1% |
| 7D | +4.2% | -1.4% | +5.6% | +4.3% |
| 30D | -7.4% | -47.4% | +40.0% | -4.5% |
| 3M | -5.3% | +13.2% | -18.5% | -7.0% |
| 6M | -1.2% | +114.3% | -115.5% | -7.7% |
| YTD | +9.0% | +179.5% | -170.5% | -0.9% |
| 1Y | +8.8% | +200.4% | -191.6% | -1.8% |
| 3Y | +92.8% | +92.2% | +0.6% | +65.6% |
| All | +69.4% | -63.9% | +133.3% | +59.8% |
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 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