+133.6%
XLC vs IOVA
-42.8%
+176.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.7% | +4.7% | -0.5% |
| 7D | +3.1% | -1.4% | +4.5% | +3.2% |
| 30D | -4.2% | -47.4% | +43.2% | -0.4% |
| 3M | -2.1% | +13.2% | -15.3% | -4.5% |
| 6M | -6.6% | +114.3% | -120.9% | -14.4% |
| YTD | -7.8% | +179.5% | -187.3% | -18.4% |
| 1Y | -4.1% | +200.4% | -204.5% | -15.9% |
| 3Y | +62.6% | +92.2% | -29.6% | +34.1% |
| 5Y | +39.6% | -63.8% | +103.4% | +27.3% |
| All | +133.6% | -42.8% | +176.4% | +80.2% |
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