+61.9%
PYPL vs IOVA
-9.3%
+71.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -2.0% |
| 7D | +1.0% | -8.5% | +9.5% | +2.0% |
| 30D | +5.9% | -44.7% | +50.6% | +11.9% |
| 3M | -0.2% | +26.2% | -26.5% | -5.7% |
| 6M | +30.3% | +123.2% | -92.9% | +13.0% |
| YTD | +1.6% | +196.0% | -194.4% | -16.6% |
| 1Y | -10.3% | +240.9% | -251.2% | -28.0% |
| 3Y | +8.5% | +103.5% | -95.0% | -19.0% |
| 5Y | -71.0% | -65.5% | -5.5% | -74.7% |
| 10Y | +46.9% | +7.0% | +39.9% | +5.6% |
| All | +61.9% | -9.3% | +71.2% | +16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling