+49.2%
XEL vs IOVA
+50.0%
-0.8%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.6% | +1.6% |
| 7D | +1.3% | +5.1% | -3.8% | +1.2% |
| 30D | -1.5% | +37.2% | -38.7% | -2.2% |
| 3M | -0.2% | +117.5% | -117.7% | -2.2% |
| 6M | -5.4% | +69.6% | -75.0% | -7.0% |
| YTD | +5.6% | +218.7% | -213.0% | +2.3% |
| 1Y | +10.5% | +265.5% | -255.1% | +6.4% |
| 3Y | +49.2% | +46.2% | +3.0% | +36.8% |
| All | +49.2% | +50.0% | -0.8% | +36.8% |
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