+84.6%
SYY vs IOVA
-0.9%
+85.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.7% | +4.8% | -0.6% |
| 7D | +1.3% | -1.4% | +2.8% | +1.4% |
| 30D | -3.5% | -47.4% | +43.8% | -0.5% |
| 3M | -9.3% | +13.2% | -22.5% | -11.4% |
| 6M | +5.9% | +114.3% | -108.4% | -1.9% |
| YTD | +6.5% | +179.5% | -173.0% | -4.4% |
| 1Y | +4.0% | +200.4% | -196.4% | -7.3% |
| 3Y | +23.0% | +92.2% | -69.2% | +3.5% |
| 5Y | +14.3% | -63.8% | +78.1% | +4.8% |
| All | +84.6% | -0.9% | +85.5% | +57.9% |
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 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