+529.4%
XYZ vs IOVA
+21.3%
+508.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.7% | +1.6% | -3.0% |
| 7D | -2.1% | -1.4% | -0.7% | -1.8% |
| 30D | +7.0% | -47.4% | +54.4% | +17.9% |
| 3M | +5.1% | +13.2% | -8.1% | -2.2% |
| 6M | +14.1% | +114.3% | -100.3% | -10.7% |
| YTD | +26.4% | +179.5% | -153.1% | -9.5% |
| 1Y | +25.1% | +200.4% | -175.3% | -12.6% |
| 3Y | +59.7% | +92.2% | -32.5% | -4.2% |
| 5Y | -63.8% | -63.8% | 0.0% | -71.1% |
| 10Y | +592.4% | +0.4% | +592.0% | +315.8% |
| All | +529.4% | +21.3% | +508.1% | +258.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling