+317.4%
XLB vs IOVA
-92.3%
+409.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.6% | -0.8% |
| 7D | -1.5% | -5.2% | +3.7% | -1.4% |
| 30D | +6.1% | -37.8% | +43.8% | +6.7% |
| 3M | 0.0% | +29.5% | -29.4% | -0.8% |
| 6M | 0.0% | +96.6% | -96.6% | -2.0% |
| YTD | +16.0% | +194.5% | -178.5% | +12.6% |
| 1Y | +24.7% | +248.1% | -223.3% | +20.6% |
| 3Y | +40.4% | +86.1% | -45.8% | +35.1% |
| 5Y | +30.7% | -67.8% | +98.5% | +27.7% |
| 10Y | +173.3% | +38.6% | +134.6% | +161.1% |
| All | +317.4% | -92.3% | +409.8% | +281.2% |
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 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