+221.6%
SU vs IOVA
-91.7%
+313.3%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.9% | +0.8% |
| 7D | -1.0% | +5.1% | -6.0% | -1.0% |
| 30D | +13.7% | +37.2% | -23.5% | +13.1% |
| 3M | +8.0% | +117.5% | -109.5% | +6.6% |
| 6M | +21.0% | +69.6% | -48.6% | +19.7% |
| YTD | +56.2% | +218.7% | -162.4% | +52.9% |
| 1Y | +72.2% | +265.5% | -193.3% | +67.9% |
| 3Y | +118.1% | +46.2% | +71.9% | +112.7% |
| 5Y | +350.3% | -63.2% | +413.6% | +342.8% |
| 10Y | +248.5% | +6.1% | +242.4% | +237.9% |
| All | +221.6% | -91.7% | +313.3% | +203.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling