+139.9%
XLC vs IOVA
-36.9%
+176.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.4% |
| 7D | -1.4% | -2.2% | +0.8% | -1.3% |
| 30D | -0.9% | +31.7% | -32.6% | -3.1% |
| 3M | -0.3% | +117.3% | -117.6% | -7.3% |
| 6M | -5.2% | +55.8% | -61.0% | -10.1% |
| YTD | -5.3% | +208.8% | -214.1% | -15.7% |
| 1Y | -2.8% | +255.7% | -258.5% | -15.3% |
| 3Y | +71.2% | +41.7% | +29.5% | +47.0% |
| 5Y | +37.6% | -64.9% | +102.5% | +27.7% |
| All | +139.9% | -36.9% | +176.7% | +86.1% |
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