+167.7%
XLB vs IOVA
+28.7%
+139.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.8% |
| 7D | -1.4% | +1.9% | -3.2% | -1.5% |
| 30D | +7.1% | -44.1% | +51.2% | +10.0% |
| 3M | +0.6% | +28.9% | -28.3% | -2.4% |
| 6M | +3.5% | +125.7% | -122.2% | -4.2% |
| YTD | +18.2% | +199.3% | -181.0% | +6.2% |
| 1Y | +25.6% | +255.2% | -229.6% | +11.1% |
| 3Y | +46.7% | +106.8% | -60.2% | +25.5% |
| 5Y | +30.9% | -67.1% | +98.0% | +21.8% |
| 10Y | +167.7% | +16.7% | +151.0% | +122.4% |
| All | +167.7% | +28.7% | +139.1% | +122.4% |
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