+173.9%
XLE vs IOVA
+7.2%
+166.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.7% | +1.9% |
| 7D | -0.2% | -7.0% | +6.8% | +0.1% |
| 30D | -4.0% | -44.4% | +40.4% | -1.7% |
| 3M | +4.6% | +24.7% | -20.0% | +2.0% |
| 6M | +12.3% | +118.6% | -106.3% | +5.1% |
| YTD | +44.5% | +196.3% | -151.8% | +31.2% |
| 1Y | +42.4% | +205.3% | -162.9% | +28.8% |
| 3Y | +67.0% | +103.8% | -36.7% | +44.3% |
| 5Y | +161.9% | -65.6% | +227.5% | +145.6% |
| 10Y | +173.9% | +6.4% | +167.4% | +133.3% |
| All | +173.9% | +7.2% | +166.7% | +133.3% |
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