+570.3%
SW vs IOVA
-91.7%
+662.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.5% | +5.5% | +4.1% |
| 7D | +12.1% | -41.3% | +53.3% | +12.5% |
| 30D | +6.6% | -38.5% | +45.1% | +6.9% |
| 3M | -6.0% | +99.5% | -105.6% | -7.0% |
| 6M | +21.5% | +126.0% | -104.5% | +19.9% |
| YTD | +20.3% | +218.7% | -198.4% | +18.2% |
| 1Y | +28.1% | +378.0% | -349.9% | +25.2% |
| 3Y | +51.6% | +106.7% | -55.1% | +48.4% |
| 5Y | -0.1% | -64.5% | +64.4% | -1.7% |
| 10Y | +189.7% | +50.0% | +139.7% | +181.6% |
| All | +570.3% | -91.7% | +662.1% | +548.3% |
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 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