+158.8%
XLB vs IOVA
+3.8%
+155.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -1.0% |
| 7D | -3.5% | -6.4% | +2.9% | -3.1% |
| 30D | -4.7% | +25.4% | -30.1% | -6.2% |
| 3M | +2.7% | +115.3% | -112.6% | -3.2% |
| 6M | +2.6% | +56.5% | -53.9% | -1.9% |
| YTD | +12.8% | +198.2% | -185.3% | +2.6% |
| 1Y | +14.0% | +242.0% | -228.1% | +1.9% |
| 3Y | +31.5% | +36.8% | -5.3% | +16.7% |
| 5Y | +33.4% | -64.3% | +97.7% | +24.6% |
| All | +158.8% | +3.8% | +155.0% | +119.2% |
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