+19.6%
SW vs IOVA
+44.8%
-25.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.2% | +1.2% |
| 7D | -5.1% | +9.7% | -14.8% | -5.5% |
| 30D | -4.6% | +102.5% | -107.1% | -8.3% |
| 3M | +9.4% | +100.7% | -91.3% | +4.8% |
| 6M | +3.5% | +106.3% | -102.8% | -1.5% |
| YTD | +22.0% | +222.0% | -199.9% | +12.6% |
| 1Y | +2.2% | +299.5% | -297.3% | -7.6% |
| All | +19.6% | +44.8% | -25.2% | +6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling