+72.4%
XLI vs IOVA
+50.0%
+22.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | +1.0% | +5.1% | -4.1% | +0.8% |
| 30D | -5.8% | +37.2% | -43.0% | -7.2% |
| 3M | +0.7% | +117.5% | -116.8% | -3.3% |
| 6M | +3.2% | +69.6% | -66.4% | -0.2% |
| YTD | +13.0% | +218.7% | -205.6% | +5.7% |
| 1Y | +16.8% | +265.5% | -248.8% | +7.9% |
| 3Y | +72.4% | +46.2% | +26.2% | +54.6% |
| All | +72.4% | +50.0% | +22.4% | +54.6% |
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