+111.5%
SYY vs IOVA
+3.8%
+107.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.3% | +1.1% |
| 7D | +1.5% | -6.4% | +8.0% | +1.9% |
| 30D | -2.3% | +25.4% | -27.7% | -3.9% |
| 3M | +5.5% | +115.3% | -109.8% | -0.8% |
| 6M | -1.0% | +56.5% | -57.5% | -5.4% |
| YTD | +14.1% | +198.2% | -184.0% | +3.4% |
| 1Y | +5.6% | +242.0% | -236.5% | -6.0% |
| 3Y | +27.9% | +36.8% | -8.9% | +11.9% |
| 5Y | +22.7% | -64.3% | +87.0% | +14.2% |
| All | +111.5% | +3.8% | +107.7% | +74.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling