+65.6%
XLF vs IOVA
-65.3%
+130.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | -0.3% |
| 7D | -1.0% | -2.2% | +1.2% | -0.9% |
| 30D | -1.3% | +31.7% | -33.0% | -2.6% |
| 3M | +9.1% | +117.3% | -108.1% | +4.7% |
| 6M | +14.4% | +55.8% | -41.5% | +10.9% |
| YTD | +5.1% | +208.8% | -203.7% | -1.8% |
| 1Y | +8.6% | +255.7% | -247.1% | +0.4% |
| 3Y | +74.4% | +41.7% | +32.8% | +59.9% |
| All | +65.6% | -65.3% | +130.8% | +56.8% |
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