+51.9%
PYPL vs IOVA
-0.9%
+52.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.7% | +3.7% | -1.3% |
| 7D | -1.1% | -1.4% | +0.3% | -1.0% |
| 30D | +3.8% | -47.4% | +51.2% | +10.4% |
| 3M | -1.3% | +13.2% | -14.5% | -5.5% |
| 6M | +29.0% | +114.3% | -85.3% | +12.2% |
| YTD | +0.7% | +179.5% | -178.7% | -17.0% |
| 1Y | -12.3% | +200.4% | -212.7% | -28.7% |
| 3Y | +7.6% | +92.2% | -84.6% | -19.8% |
| 5Y | -71.7% | -63.8% | -7.9% | -75.6% |
| All | +51.9% | -0.9% | +52.8% | +14.8% |
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