+82.3%
SPYM vs IOVA
-64.1%
+146.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | -0.3% |
| 7D | -0.4% | -2.2% | +1.8% | -0.2% |
| 30D | -1.4% | +31.7% | -33.1% | -2.9% |
| 3M | +3.7% | +117.3% | -113.5% | -1.1% |
| 6M | +13.0% | +55.8% | -42.8% | +9.2% |
| YTD | +12.5% | +208.8% | -196.3% | +4.1% |
| 1Y | +18.6% | +255.7% | -237.1% | +8.3% |
| 3Y | +78.0% | +41.7% | +36.4% | +61.3% |
| 5Y | +82.3% | -64.9% | +147.2% | +72.0% |
| All | +82.3% | -64.1% | +146.4% | +72.0% |
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 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