+55.0%
XEL vs IOVA
+99.0%
-44.0%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | +0.1% |
| 7D | +2.4% | -3.5% | +5.9% | +2.5% |
| 30D | +8.3% | -45.4% | +53.7% | +9.2% |
| 3M | +4.2% | +19.0% | -14.9% | +3.0% |
| 6M | +3.7% | +112.0% | -108.3% | +0.8% |
| YTD | +13.1% | +184.2% | -171.2% | +8.7% |
| 1Y | +5.0% | +222.0% | -217.0% | +0.6% |
| 3Y | +55.0% | +92.6% | -37.6% | +40.0% |
| All | +55.0% | +99.0% | -44.0% | +40.0% |
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