+142.5%
XLC vs IOVA
-34.2%
+176.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.3% |
| 7D | -0.8% | +9.7% | -10.6% | -1.5% |
| 30D | +1.0% | +102.5% | -101.5% | -4.9% |
| 3M | -0.7% | +100.7% | -101.4% | -7.0% |
| 6M | -5.1% | +106.3% | -111.5% | -12.1% |
| YTD | -4.3% | +222.0% | -226.3% | -15.1% |
| 1Y | -0.6% | +299.5% | -300.1% | -14.2% |
| 3Y | +72.7% | +42.9% | +29.8% | +48.4% |
| 5Y | +38.0% | -65.0% | +103.0% | +28.3% |
| All | +142.5% | -34.2% | +176.6% | +87.6% |
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