+51.6%
SW vs IOVA
+100.5%
-48.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.5% | +5.5% | +4.1% |
| 7D | +12.1% | -41.3% | +53.3% | +13.9% |
| 30D | +6.6% | -38.5% | +45.1% | +8.0% |
| 3M | -6.0% | +99.5% | -105.6% | -11.1% |
| 6M | +21.5% | +126.0% | -104.5% | +13.3% |
| YTD | +20.3% | +218.7% | -198.4% | +8.7% |
| 1Y | +28.1% | +378.0% | -349.9% | +11.6% |
| All | +51.6% | +100.5% | -48.9% | +39.7% |
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 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