-67.2%
ETSY vs IOVA
-65.3%
-1.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.9% | -1.9% |
| 7D | -12.9% | -2.2% | -10.7% | -12.7% |
| 30D | -11.5% | +31.7% | -43.2% | -14.6% |
| 3M | +3.5% | +117.3% | -113.7% | -7.9% |
| 6M | +27.6% | +55.8% | -28.2% | +17.2% |
| YTD | +28.4% | +208.8% | -180.4% | +6.2% |
| 1Y | +27.1% | +255.7% | -228.6% | +2.0% |
| 3Y | +6.0% | +41.7% | -35.6% | -16.6% |
| All | -67.2% | -65.3% | -1.9% | -72.0% |
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