+170.7%
XLE vs IOVA
+6.6%
+164.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.2% |
| 7D | 0.0% | +5.1% | -5.1% | -0.3% |
| 30D | +12.6% | +37.2% | -24.6% | +10.5% |
| 3M | +11.8% | +117.5% | -105.7% | +6.1% |
| 6M | +16.1% | +69.6% | -53.5% | +11.0% |
| YTD | +46.9% | +218.7% | -171.8% | +34.2% |
| 1Y | +53.3% | +265.5% | -212.3% | +37.9% |
| 3Y | +54.9% | +46.2% | +8.7% | +38.0% |
| 5Y | +225.7% | -63.2% | +288.9% | +207.1% |
| 10Y | +170.7% | +6.1% | +164.6% | +137.5% |
| All | +170.7% | +6.6% | +164.1% | +137.5% |
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