+79.3%
SPYM vs IOVA
+107.4%
-28.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -0.9% | -7.0% | +6.1% | -0.6% |
| 30D | -2.4% | -44.4% | +42.1% | -0.6% |
| 3M | -1.1% | +24.7% | -25.8% | -2.8% |
| 6M | +3.3% | +118.6% | -115.3% | -1.5% |
| YTD | +12.4% | +196.3% | -184.0% | +4.9% |
| 1Y | +12.5% | +205.3% | -192.8% | +4.7% |
| All | +79.3% | +107.4% | -28.1% | +63.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling