-64.9%
IOVA vs VSXY
+19.3%
-84.2%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.5% | +0.4% | -2.3% |
| 7D | -2.2% | -10.7% | +8.5% | +0.1% |
| 30D | +31.7% | -24.3% | +56.0% | +40.0% |
| 3M | +117.3% | +1.0% | +116.3% | +115.3% |
| 6M | +55.8% | +57.4% | -1.5% | +34.3% |
| YTD | +208.8% | +39.8% | +169.0% | +169.2% |
| 1Y | +255.7% | +196.5% | +59.2% | +144.5% |
| 3Y | +41.7% | +357.2% | -315.6% | -18.8% |
| 5Y | -64.9% | +18.9% | -83.8% | -67.9% |
| All | -64.9% | +19.3% | -84.2% | -67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling