-9.3%
SSPC vs IOVA
+98.3%
-107.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | +1.6% | -13.5% | -11.5% |
| 7D | -13.9% | +1.9% | -15.8% | -12.8% |
| 30D | +14.3% | -44.1% | +58.4% | +5.5% |
| 3M | -35.2% | +28.9% | -64.1% | -24.5% |
| All | -9.3% | +98.3% | -107.6% | +20.7% |
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 · Available span rolling