+12.1%
SPYM vs IOVA
+189.0%
-176.9%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.7% | +5.4% | -0.2% |
| 7D | +3.3% | -1.4% | +4.7% | +3.3% |
| 30D | -2.6% | -47.4% | +44.7% | -1.5% |
| 3M | -1.7% | +13.2% | -14.9% | -2.5% |
| 6M | +3.1% | +114.3% | -111.2% | -0.1% |
| YTD | +12.0% | +179.5% | -167.5% | +6.9% |
| 1Y | +12.1% | +200.4% | -188.3% | +7.1% |
| All | +12.1% | +189.0% | -176.9% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling