+70.0%
XLE vs IOVA
+99.0%
-29.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.9% |
| 7D | +5.4% | -3.5% | +8.9% | +5.5% |
| 30D | -3.9% | -45.4% | +41.4% | -3.0% |
| 3M | +7.0% | +19.0% | -12.0% | +5.7% |
| 6M | +14.2% | +112.0% | -97.8% | +10.6% |
| YTD | +48.2% | +184.2% | -136.1% | +41.0% |
| 1Y | +47.7% | +222.0% | -174.3% | +39.6% |
| 3Y | +70.0% | +92.6% | -22.6% | +51.7% |
| All | +70.0% | +99.0% | -29.0% | +51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling