-67.3%
IOVA vs VSXY
+93.0%
-160.3%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.4% |
| 7D | -3.5% | -1.7% | -1.7% | -3.1% |
| 30D | -45.4% | +20.1% | -65.5% | -47.9% |
| 3M | +19.0% | +16.6% | +2.4% | +13.7% |
| 6M | +112.0% | +134.9% | -22.9% | +66.8% |
| YTD | +184.2% | +96.0% | +88.3% | +129.4% |
| 1Y | +222.0% | +203.8% | +18.2% | +128.2% |
| 3Y | +92.6% | +465.3% | -372.8% | +9.5% |
| 5Y | -63.2% | +106.3% | -169.5% | -74.3% |
| All | -67.3% | +93.0% | -160.3% | -77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 10y: compounded portfolio wealth divided by compounded VSXY 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…
10y analysis · Full analysis span regression · 6 months rolling