+19.4%
SYY vs IOVA
-64.1%
+83.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.1% | +5.3% | +2.3% |
| 7D | -0.2% | -2.2% | +2.0% | -0.2% |
| 30D | -2.7% | +31.7% | -34.5% | -3.9% |
| 3M | +5.9% | +117.3% | -111.4% | +2.1% |
| 6M | -2.3% | +55.8% | -58.1% | -4.9% |
| YTD | +13.1% | +208.8% | -195.7% | +6.4% |
| 1Y | +3.8% | +255.7% | -251.9% | -3.5% |
| 3Y | +26.7% | +41.7% | -15.0% | +15.8% |
| 5Y | +19.4% | -64.9% | +84.3% | +16.3% |
| All | +19.4% | -64.1% | +83.6% | +16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling