+166.5%
XLE vs IOVA
-66.8%
+233.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.7% | +7.2% | +1.6% |
| 7D | +4.4% | -1.4% | +5.8% | +4.4% |
| 30D | -4.3% | -47.4% | +43.1% | -3.2% |
| 3M | +6.0% | +13.2% | -7.2% | +5.0% |
| 6M | +13.2% | +114.3% | -101.1% | +9.8% |
| YTD | +46.7% | +179.5% | -132.8% | +40.4% |
| 1Y | +46.6% | +200.4% | -153.8% | +39.8% |
| 3Y | +69.6% | +92.2% | -22.6% | +59.7% |
| 5Y | +166.5% | -63.8% | +230.3% | +161.4% |
| All | +166.5% | -66.8% | +233.4% | +161.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling