+265.2%
SU vs IOVA
+9.7%
+255.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.7% | -5.8% | -0.4% |
| 7D | +2.2% | -2.2% | +4.4% | +2.3% |
| 30D | +8.4% | +27.6% | -19.2% | +7.0% |
| 3M | +12.1% | +117.2% | -105.1% | +6.9% |
| 6M | +19.7% | +77.7% | -58.0% | +14.7% |
| YTD | +58.4% | +215.0% | -156.6% | +46.1% |
| 1Y | +67.2% | +255.4% | -188.1% | +52.3% |
| 3Y | +125.0% | +42.6% | +82.4% | +103.6% |
| 5Y | +355.1% | -62.2% | +417.3% | +330.8% |
| All | +265.2% | +9.7% | +255.5% | +229.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling