+316.0%
SYY vs IOVA
-92.6%
+408.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +1.1% |
| 7D | +0.3% | -3.5% | +3.8% | +0.4% |
| 30D | -4.8% | -45.4% | +40.6% | -4.2% |
| 3M | -7.1% | +19.0% | -26.1% | -7.5% |
| 6M | +6.8% | +112.0% | -105.2% | +5.2% |
| YTD | +7.7% | +184.2% | -176.6% | +5.4% |
| 1Y | +5.7% | +222.0% | -216.3% | +3.2% |
| 3Y | +24.6% | +92.6% | -68.0% | +21.0% |
| 5Y | +15.6% | -63.2% | +78.8% | +13.5% |
| 10Y | +87.9% | +2.1% | +85.8% | +83.9% |
| All | +316.0% | -92.6% | +408.7% | +300.7% |
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