+36.9%
PYPL vs IOVA
+6.6%
+30.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -3.1% |
| 7D | +1.7% | +5.1% | -3.3% | +1.1% |
| 30D | -9.7% | +37.2% | -47.0% | -13.4% |
| 3M | +29.2% | +117.5% | -88.3% | +15.5% |
| 6M | +13.9% | +69.6% | -55.7% | +3.7% |
| YTD | -8.1% | +218.7% | -226.8% | -23.4% |
| 1Y | -21.4% | +265.5% | -286.9% | -36.4% |
| 3Y | -11.8% | +46.2% | -58.0% | -30.2% |
| 5Y | -81.1% | -63.2% | -17.9% | -83.3% |
| 10Y | +36.9% | +6.1% | +30.8% | +8.9% |
| All | +36.9% | +6.6% | +30.3% | +8.9% |
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