+72.6%
XYZ vs IOVA
+85.3%
-12.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.9% | -2.2% | +1.4% |
| 7D | +12.1% | -5.2% | +17.3% | +12.5% |
| 30D | +12.4% | -37.8% | +50.1% | +15.6% |
| 3M | +8.2% | +29.5% | -21.3% | +3.3% |
| 6M | +20.7% | +96.6% | -75.9% | +8.5% |
| YTD | +31.3% | +194.5% | -163.2% | +11.3% |
| 1Y | +20.5% | +248.1% | -227.5% | -0.3% |
| 3Y | +72.6% | +86.1% | -13.5% | +34.7% |
| All | +72.6% | +85.3% | -12.6% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling