+638.0%
XYZ vs IOVA
+28.7%
+609.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +2.0% | +3.3% |
| 7D | +14.9% | +1.9% | +13.0% | +14.2% |
| 30D | +14.7% | -44.1% | +58.8% | +25.1% |
| 3M | +12.1% | +28.9% | -16.8% | +1.4% |
| 6M | +18.3% | +125.7% | -107.4% | -9.0% |
| YTD | +36.1% | +199.3% | -163.2% | -4.9% |
| 1Y | +35.3% | +255.2% | -219.9% | -10.0% |
| 3Y | +73.5% | +106.8% | -33.4% | 0.0% |
| 5Y | -61.6% | -67.1% | +5.4% | -68.8% |
| 10Y | +638.0% | +16.7% | +621.3% | +321.9% |
| All | +638.0% | +28.7% | +609.3% | +321.9% |
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