+579.8%
SW vs IOVA
-91.6%
+671.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.4% |
| 3M | +9.4% | +100.7% | -91.3% | +8.4% |
| 6M | +3.5% | +106.3% | -102.8% | +2.4% |
| YTD | +22.0% | +222.0% | -199.9% | +20.1% |
| 1Y | +2.2% | +299.5% | -297.3% | +0.3% |
| 3Y | +19.6% | +42.9% | -23.3% | +17.5% |
| 5Y | -2.3% | -65.0% | +62.6% | -3.6% |
| 10Y | +181.4% | +10.3% | +171.1% | +174.4% |
| All | +579.8% | -91.6% | +671.5% | +558.9% |
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