+311.4%
SYY vs IOVA
-92.7%
+404.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.7% | +4.8% | -0.8% |
| 7D | +1.3% | -1.4% | +2.8% | +1.3% |
| 30D | -3.5% | -47.4% | +43.8% | -2.9% |
| 3M | -9.3% | +13.2% | -22.5% | -9.7% |
| 6M | +5.9% | +114.3% | -108.4% | +4.3% |
| YTD | +6.5% | +179.5% | -173.0% | +4.2% |
| 1Y | +4.0% | +200.4% | -196.4% | +1.7% |
| 3Y | +23.0% | +92.2% | -69.2% | +19.4% |
| 5Y | +14.3% | -63.8% | +78.1% | +12.2% |
| 10Y | +85.8% | +0.4% | +85.4% | +81.8% |
| All | +311.4% | -92.7% | +404.1% | +296.3% |
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