-11.8%
PYPL vs IOVA
+50.0%
-61.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -3.2% |
| 7D | +1.7% | +5.1% | -3.3% | +1.3% |
| 30D | -9.7% | +37.2% | -47.0% | -12.2% |
| 3M | +29.2% | +117.5% | -88.3% | +19.9% |
| 6M | +13.9% | +69.6% | -55.7% | +7.0% |
| YTD | -8.1% | +218.7% | -226.8% | -18.3% |
| 1Y | -21.4% | +265.5% | -286.9% | -31.3% |
| 3Y | -11.8% | +46.2% | -58.0% | -29.3% |
| All | -11.8% | +50.0% | -61.8% | -29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling