+246.5%
XLF vs IOVA
+3.8%
+242.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | -0.1% |
| 7D | -2.9% | -6.4% | +3.6% | -2.5% |
| 30D | -1.6% | +25.4% | -27.0% | -3.2% |
| 3M | +9.3% | +115.3% | -106.1% | +3.1% |
| 6M | +14.6% | +56.5% | -42.0% | +9.7% |
| YTD | +4.7% | +198.2% | -193.4% | -4.5% |
| 1Y | +8.6% | +242.0% | -233.4% | -2.5% |
| 3Y | +73.9% | +36.8% | +37.0% | +54.6% |
| 5Y | +65.0% | -64.3% | +129.3% | +54.5% |
| All | +246.5% | +3.8% | +242.7% | +190.0% |
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