+628.1%
XLI vs IOVA
-91.6%
+719.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.4% |
| 7D | -1.1% | +9.7% | -10.8% | -1.2% |
| 30D | -5.9% | +102.5% | -108.5% | -7.2% |
| 3M | -0.3% | +100.7% | -100.9% | -1.7% |
| 6M | +0.1% | +106.3% | -106.2% | -1.5% |
| YTD | +13.6% | +222.0% | -208.4% | +10.8% |
| 1Y | +17.2% | +299.5% | -282.4% | +13.7% |
| 3Y | +68.2% | +42.9% | +25.3% | +63.6% |
| 5Y | +80.7% | -65.0% | +145.7% | +77.3% |
| 10Y | +253.3% | +10.3% | +243.0% | +241.0% |
| All | +628.1% | -91.6% | +719.7% | +579.7% |
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