+47.2%
PYPL vs IOVA
+28.7%
+18.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +1.2% |
| 7D | +2.2% | +1.9% | +0.3% | +1.8% |
| 30D | +8.1% | -44.1% | +52.3% | +14.2% |
| 3M | +1.9% | +28.9% | -27.0% | -3.9% |
| 6M | +33.1% | +125.7% | -92.6% | +15.0% |
| YTD | +3.8% | +199.3% | -195.5% | -15.1% |
| 1Y | -8.3% | +255.2% | -263.5% | -27.0% |
| 3Y | +11.9% | +106.8% | -95.0% | -17.3% |
| 5Y | -70.4% | -67.1% | -3.4% | -74.1% |
| 10Y | +47.2% | +16.7% | +30.4% | +10.2% |
| All | +47.2% | +28.7% | +18.5% | +10.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling