+3.5%
SW vs IOVA
+131.3%
-127.8%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.2% | +1.2% |
| 7D | -5.1% | +9.7% | -14.8% | -5.2% |
| 30D | -4.6% | +102.5% | -107.1% | -6.1% |
| 3M | +9.4% | +100.7% | -91.3% | +6.5% |
| 6M | +3.5% | +106.3% | -102.8% | +0.3% |
| All | +3.5% | +131.3% | -127.8% | +0.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling