+314.6%
SPYM vs IOVA
+3.8%
+310.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | -0.4% |
| 7D | -2.0% | -6.4% | +4.5% | -1.5% |
| 30D | -1.6% | +25.4% | -27.1% | -3.3% |
| 3M | +4.7% | +115.3% | -110.6% | -1.7% |
| 6M | +12.6% | +56.5% | -44.0% | +7.3% |
| YTD | +11.8% | +198.2% | -186.4% | +1.1% |
| 1Y | +17.5% | +242.0% | -224.5% | +4.5% |
| 3Y | +77.0% | +36.8% | +40.2% | +55.8% |
| 5Y | +82.6% | -64.3% | +146.8% | +70.0% |
| All | +314.6% | +3.8% | +310.7% | +249.1% |
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