+584.9%
XYZ vs IOVA
+0.8%
+584.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.7% | +1.1% | +2.5% |
| 7D | -1.1% | -3.5% | +2.4% | -0.3% |
| 30D | +11.5% | -45.4% | +56.9% | +22.3% |
| 3M | +1.8% | +19.0% | -17.2% | -6.4% |
| 6M | +21.2% | +112.0% | -90.8% | -5.6% |
| YTD | +29.9% | +184.2% | -154.3% | -8.4% |
| 1Y | +35.8% | +222.0% | -186.2% | -7.8% |
| 3Y | +62.6% | +92.6% | -30.0% | -5.0% |
| 5Y | -62.8% | -63.2% | +0.4% | -70.6% |
| All | +584.9% | +0.8% | +584.1% | +289.5% |
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