+64.8%
XYZ vs IOVA
+107.4%
-42.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.2% |
| 7D | -2.2% | -7.0% | +4.8% | -1.6% |
| 30D | +11.6% | -44.4% | +56.0% | +16.0% |
| 3M | +8.4% | +24.7% | -16.2% | +3.9% |
| 6M | +17.2% | +118.6% | -101.5% | +4.2% |
| YTD | +31.7% | +196.3% | -164.6% | +11.5% |
| 1Y | +30.1% | +205.3% | -175.2% | +9.4% |
| All | +64.8% | +107.4% | -42.7% | +27.9% |
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 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