+80.9%
XLI vs IOVA
-64.1%
+145.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -1.4% |
| 7D | -0.6% | -2.2% | +1.6% | -0.5% |
| 30D | -6.9% | +31.7% | -38.7% | -8.2% |
| 3M | -1.9% | +117.3% | -119.2% | -6.2% |
| 6M | +1.0% | +55.8% | -54.8% | -2.2% |
| YTD | +11.3% | +208.8% | -197.5% | +3.6% |
| 1Y | +15.8% | +255.7% | -239.9% | +6.5% |
| 3Y | +69.8% | +41.7% | +28.1% | +55.5% |
| 5Y | +80.9% | -64.9% | +145.8% | +70.2% |
| All | +80.9% | -64.1% | +145.0% | +70.2% |
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 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