+312.6%
SPYM vs IOVA
-0.9%
+313.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.7% | +5.4% | 0.0% |
| 7D | +3.3% | -1.4% | +4.7% | +3.4% |
| 30D | -2.6% | -47.4% | +44.7% | +0.7% |
| 3M | -1.7% | +13.2% | -14.9% | -3.9% |
| 6M | +3.1% | +114.3% | -111.2% | -4.6% |
| YTD | +12.0% | +179.5% | -167.5% | +0.5% |
| 1Y | +12.1% | +200.4% | -188.3% | -0.1% |
| 3Y | +78.5% | +92.2% | -13.6% | +51.7% |
| 5Y | +73.8% | -63.8% | +137.6% | +60.0% |
| All | +312.6% | -0.9% | +313.5% | +241.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling