+533.2%
XYZ vs IOVA
+39.7%
+493.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.8% | -0.9% |
| 7D | -1.0% | +9.7% | -10.7% | -2.8% |
| 30D | -1.7% | +102.5% | -104.2% | -17.0% |
| 3M | +16.7% | +100.7% | -83.9% | -2.6% |
| 6M | +26.9% | +106.3% | -79.5% | +3.0% |
| YTD | +27.1% | +222.0% | -194.8% | -7.7% |
| 1Y | +9.3% | +299.5% | -290.3% | -26.4% |
| 3Y | +42.3% | +42.9% | -0.7% | -4.7% |
| 5Y | -69.3% | -65.0% | -4.3% | -74.3% |
| 10Y | +586.8% | +10.3% | +576.5% | +320.9% |
| All | +533.2% | +39.7% | +493.5% | +265.9% |
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 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