+29.0%
XLB vs IOVA
-67.9%
+96.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.6% | -0.9% |
| 7D | -1.5% | -5.2% | +3.7% | -1.3% |
| 30D | +6.1% | -37.8% | +43.8% | +7.6% |
| 3M | 0.0% | +29.5% | -29.4% | -2.2% |
| 6M | 0.0% | +96.6% | -96.6% | -5.0% |
| YTD | +16.0% | +194.5% | -178.5% | +7.1% |
| 1Y | +24.7% | +248.1% | -223.3% | +13.8% |
| 3Y | +40.4% | +86.1% | -45.8% | +25.8% |
| All | +29.0% | -67.9% | +96.9% | +20.7% |
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