+75.7%
SPYM vs IOVA
-65.6%
+141.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.1% |
| 3M | -1.1% | +24.7% | -25.8% | -3.2% |
| 6M | +3.3% | +118.6% | -115.3% | -2.5% |
| YTD | +12.4% | +196.3% | -184.0% | +3.3% |
| 1Y | +12.5% | +205.3% | -192.8% | +3.1% |
| 3Y | +79.1% | +103.8% | -24.6% | +57.7% |
| 5Y | +75.7% | -65.6% | +141.3% | +65.8% |
| All | +75.7% | -65.6% | +141.3% | +65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling