+319.5%
XLB vs IOVA
-91.6%
+411.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.4% | -0.4% |
| 7D | -1.4% | +9.7% | -11.1% | -1.6% |
| 30D | -0.4% | +102.5% | -102.9% | -1.9% |
| 3M | +2.0% | +100.7% | -98.7% | +0.4% |
| 6M | +1.8% | +106.3% | -104.5% | 0.0% |
| YTD | +16.6% | +222.0% | -205.4% | +13.3% |
| 1Y | +16.9% | +299.5% | -282.6% | +13.0% |
| 3Y | +32.6% | +42.9% | -10.4% | +28.5% |
| 5Y | +35.6% | -65.0% | +100.6% | +32.8% |
| 10Y | +160.0% | +10.3% | +149.7% | +149.5% |
| All | +319.5% | -91.6% | +411.1% | +283.8% |
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