-65.7%
IOVA vs VSXY
+33.4%
-99.1%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.1% | -0.4% | -2.7% |
| 7D | -6.4% | -0.3% | -6.1% | -6.4% |
| 30D | +25.4% | -22.1% | +47.5% | +32.2% |
| 3M | +115.3% | -1.1% | +116.5% | +114.5% |
| 6M | +56.5% | +53.8% | +2.7% | +36.6% |
| YTD | +198.2% | +35.5% | +162.7% | +163.6% |
| 1Y | +242.0% | +186.0% | +56.0% | +142.0% |
| 3Y | +36.8% | +343.2% | -306.4% | -17.9% |
| 5Y | -64.3% | +19.0% | -83.3% | -72.1% |
| All | -65.7% | +33.4% | -99.1% | -74.4% |
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