+36.5%
XLB vs IOVA
-63.0%
+99.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.9% |
| 7D | -0.2% | +5.1% | -5.3% | -0.5% |
| 30D | -1.7% | +37.2% | -39.0% | -3.3% |
| 3M | +4.4% | +117.5% | -113.1% | -0.2% |
| 6M | +5.0% | +69.6% | -64.6% | +1.2% |
| YTD | +15.5% | +218.7% | -203.2% | +7.1% |
| 1Y | +14.9% | +265.5% | -250.6% | +5.3% |
| 3Y | +34.5% | +46.2% | -11.7% | +22.7% |
| All | +36.5% | -63.0% | +99.5% | +29.4% |
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 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