+254.6%
XLE vs IOVA
-92.3%
+346.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.9% | -0.1% |
| 7D | -12.0% | -5.2% | -6.8% | -11.9% |
| 30D | -2.7% | -37.8% | +35.0% | -2.2% |
| 3M | +6.6% | +29.5% | -22.9% | +5.7% |
| 6M | +9.5% | +96.6% | -87.0% | +7.6% |
| YTD | +40.6% | +194.5% | -154.0% | +36.7% |
| 1Y | +43.6% | +248.1% | -204.5% | +39.2% |
| 3Y | +58.1% | +86.1% | -28.0% | +52.5% |
| 5Y | +152.2% | -67.8% | +220.0% | +147.0% |
| 10Y | +172.9% | +38.6% | +134.3% | +161.6% |
| All | +254.6% | -92.3% | +346.9% | +229.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling