+51.4%
PYPL vs IOVA
-1.3%
+52.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.1% | -3.2% |
| 7D | +2.7% | +9.7% | -7.1% | +1.5% |
| 30D | -4.9% | +102.5% | -107.4% | -13.7% |
| 3M | +28.9% | +100.7% | -71.8% | +16.5% |
| 6M | +18.2% | +106.3% | -88.1% | +5.1% |
| YTD | -5.0% | +222.0% | -227.0% | -20.8% |
| 1Y | -18.8% | +299.5% | -318.4% | -35.0% |
| 3Y | -12.6% | +42.9% | -55.5% | -30.2% |
| 5Y | -80.8% | -65.0% | -15.8% | -82.9% |
| 10Y | +49.9% | +10.3% | +39.6% | +9.8% |
| All | +51.4% | -1.3% | +52.7% | +10.2% |
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