+155.0%
ETSY vs IOVA
-28.4%
+183.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.0% | -7.8% | -6.9% |
| 7D | -8.5% | +9.7% | -18.2% | -9.8% |
| 30D | -10.9% | +102.5% | -113.4% | -22.1% |
| 3M | +14.1% | +100.7% | -86.6% | -1.0% |
| 6M | +37.5% | +106.3% | -68.9% | +16.5% |
| YTD | +38.0% | +222.0% | -184.0% | +6.9% |
| 1Y | +46.5% | +299.5% | -253.0% | +7.5% |
| 3Y | +2.5% | +42.9% | -40.4% | -24.7% |
| 5Y | -65.3% | -65.0% | -0.3% | -70.1% |
| 10Y | +451.6% | +10.3% | +441.3% | +221.0% |
| All | +155.0% | -28.4% | +183.5% | +48.3% |
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