-80.5%
PYPL vs IOVA
-63.1%
-17.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.1% | -3.1% |
| 7D | +2.7% | +9.7% | -7.1% | +1.7% |
| 30D | -4.9% | +102.5% | -107.4% | -12.6% |
| 3M | +28.9% | +100.7% | -71.8% | +18.0% |
| 6M | +18.2% | +106.3% | -88.1% | +6.7% |
| YTD | -5.0% | +222.0% | -227.0% | -18.9% |
| 1Y | -18.8% | +299.5% | -318.4% | -33.0% |
| 3Y | -12.6% | +42.9% | -55.5% | -29.0% |
| All | -80.5% | -63.1% | -17.4% | -82.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling