+1,817.4%
XLK vs IOVA
-91.7%
+1,909.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.3% |
| 7D | +2.3% | +5.1% | -2.8% | +2.2% |
| 30D | -0.1% | +37.2% | -37.3% | -0.8% |
| 3M | +2.1% | +117.5% | -115.4% | +0.1% |
| 6M | +37.2% | +69.6% | -32.4% | +34.9% |
| YTD | +30.8% | +218.7% | -187.9% | +26.7% |
| 1Y | +42.6% | +265.5% | -222.9% | +37.4% |
| 3Y | +121.8% | +46.2% | +75.6% | +114.0% |
| 5Y | +145.7% | -63.2% | +208.9% | +139.9% |
| 10Y | +782.1% | +6.1% | +776.0% | +747.9% |
| All | +1,817.4% | -91.7% | +1,909.1% | +1,702.0% |
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 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