+1,023.8%
SPYG vs IOVA
-91.6%
+1,115.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.2% | -0.2% |
| 7D | +0.4% | +9.7% | -9.4% | +0.2% |
| 30D | -0.4% | +102.5% | -103.0% | -2.0% |
| 3M | +0.5% | +100.7% | -100.1% | -1.2% |
| 6M | +17.5% | +106.3% | -88.9% | +15.2% |
| YTD | +14.3% | +222.0% | -207.6% | +11.0% |
| 1Y | +21.7% | +299.5% | -277.8% | +17.4% |
| 3Y | +98.6% | +42.9% | +55.7% | +92.1% |
| 5Y | +85.1% | -65.0% | +150.1% | +81.1% |
| 10Y | +412.0% | +10.3% | +401.7% | +392.2% |
| All | +1,023.8% | -91.6% | +1,115.4% | +946.4% |
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