+149.7%
XBI vs IOVA
+9.7%
+140.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.7% | -6.0% | -1.5% |
| 7D | -4.6% | -2.2% | -2.5% | -4.3% |
| 30D | -2.0% | +27.6% | -29.6% | -7.2% |
| 3M | +17.8% | +117.2% | -99.4% | -2.6% |
| 6M | +23.7% | +77.7% | -54.0% | +4.8% |
| YTD | +28.2% | +215.0% | -186.8% | -5.5% |
| 1Y | +64.0% | +255.4% | -191.4% | +15.4% |
| 3Y | +99.4% | +42.6% | +56.8% | +38.6% |
| 5Y | +19.3% | -62.2% | +81.6% | -0.5% |
| All | +149.7% | +9.7% | +140.0% | +40.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling