+445.7%
XEL vs IOVA
-91.6%
+537.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.8% |
| 7D | -1.0% | +9.7% | -10.7% | -1.0% |
| 30D | -1.9% | +102.5% | -104.5% | -2.3% |
| 3M | -1.9% | +100.7% | -102.6% | -2.3% |
| 6M | -7.4% | +106.3% | -113.8% | -7.9% |
| YTD | +4.1% | +222.0% | -217.9% | +3.3% |
| 1Y | +8.0% | +299.5% | -291.5% | +7.1% |
| 3Y | +48.4% | +42.9% | +5.5% | +47.1% |
| 5Y | +27.2% | -65.0% | +92.2% | +26.4% |
| 10Y | +146.8% | +10.3% | +136.5% | +145.2% |
| All | +445.7% | -91.6% | +537.3% | +435.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling