+29.0%
XEL vs IOVA
-64.1%
+93.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.8% |
| 7D | +0.9% | -2.2% | +3.1% | +0.9% |
| 30D | -0.9% | +31.7% | -32.6% | -1.3% |
| 3M | -1.4% | +117.3% | -118.7% | -2.9% |
| 6M | -5.8% | +55.8% | -61.6% | -6.9% |
| YTD | +4.7% | +208.8% | -204.1% | +2.3% |
| 1Y | +9.1% | +255.7% | -246.6% | +6.2% |
| 3Y | +47.8% | +41.7% | +6.2% | +43.9% |
| 5Y | +29.0% | -64.9% | +93.9% | +23.9% |
| All | +29.0% | -64.1% | +93.2% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling