+599.5%
XYZ vs IOVA
+34.0%
+565.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.9% | -2.2% | +1.0% |
| 7D | +12.1% | -5.2% | +17.3% | +13.0% |
| 30D | +12.4% | -37.8% | +50.1% | +19.9% |
| 3M | +8.2% | +29.5% | -21.3% | -2.2% |
| 6M | +20.7% | +96.6% | -75.9% | -4.5% |
| YTD | +31.3% | +194.5% | -163.2% | -7.8% |
| 1Y | +20.5% | +248.1% | -227.5% | -19.4% |
| 3Y | +72.6% | +86.1% | -13.5% | +2.5% |
| 5Y | -64.0% | -67.8% | +3.8% | -70.5% |
| All | +599.5% | +34.0% | +565.5% | +316.0% |
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