+328.9%
SYY vs IOVA
-91.6%
+420.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.3% |
| 7D | -2.3% | +9.7% | -12.0% | -2.4% |
| 30D | -4.9% | +102.5% | -107.5% | -6.0% |
| 3M | +8.4% | +100.7% | -92.3% | +7.1% |
| 6M | -7.4% | +106.3% | -113.7% | -8.6% |
| YTD | +11.0% | +222.0% | -211.0% | +8.7% |
| 1Y | -0.2% | +299.5% | -299.8% | -2.7% |
| 3Y | +23.8% | +42.9% | -19.2% | +20.9% |
| 5Y | +18.1% | -65.0% | +83.1% | +16.2% |
| 10Y | +94.6% | +10.3% | +84.3% | +90.5% |
| All | +328.9% | -91.6% | +420.5% | +313.5% |
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