-63.3%
IOVA vs VSXY
+42.7%
-106.0%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -4.9% | -1.9% |
| 7D | +5.1% | -6.8% | +11.8% | +6.4% |
| 30D | +37.2% | -20.4% | +57.6% | +43.8% |
| 3M | +117.5% | +2.9% | +114.6% | +114.7% |
| 6M | +69.6% | +67.9% | +1.7% | +45.0% |
| YTD | +218.7% | +44.9% | +173.8% | +177.4% |
| 1Y | +265.5% | +205.9% | +59.6% | +154.6% |
| 3Y | +46.2% | +373.9% | -327.6% | -13.6% |
| 5Y | -63.2% | +23.5% | -86.7% | -71.6% |
| All | -63.3% | +42.7% | -106.0% | -73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling