+163.9%
XLE vs IOVA
+28.7%
+135.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.4% |
| 7D | -7.9% | +1.9% | -9.8% | -8.0% |
| 30D | -4.8% | -44.1% | +39.3% | -2.5% |
| 3M | +8.4% | +28.9% | -20.5% | +5.5% |
| 6M | +12.7% | +125.7% | -113.0% | +5.2% |
| YTD | +41.3% | +199.3% | -158.0% | +28.2% |
| 1Y | +42.3% | +255.2% | -212.9% | +27.4% |
| 3Y | +65.1% | +106.8% | -41.8% | +42.5% |
| 5Y | +150.2% | -67.1% | +217.3% | +135.8% |
| 10Y | +163.9% | +16.7% | +147.2% | +124.9% |
| All | +163.9% | +28.7% | +135.3% | +124.9% |
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