+145.1%
IOVA vs XE
-42.7%
+187.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -9.9% | +6.8% | -1.4% |
| 7D | -2.2% | -4.6% | +2.4% | -1.5% |
| 30D | +31.7% | -16.4% | +48.1% | +34.7% |
| 3M | +117.3% | -15.5% | +132.8% | +117.9% |
| All | +145.1% | -42.7% | +187.7% | +149.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 5y: compounded portfolio wealth divided by compounded XE 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…
5y analysis · Full analysis span regression · Available span rolling