+128.8%
XLP vs IOVA
+28.7%
+100.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.9% |
| 7D | +0.1% | +1.9% | -1.8% | 0.0% |
| 30D | +8.9% | -44.1% | +53.1% | +10.2% |
| 3M | +7.5% | +28.9% | -21.4% | +5.9% |
| 6M | +9.4% | +125.7% | -116.3% | +5.6% |
| YTD | +19.3% | +199.3% | -180.0% | +13.5% |
| 1Y | +21.7% | +255.2% | -233.5% | +15.1% |
| 3Y | +44.0% | +106.8% | -62.9% | +33.6% |
| 5Y | +42.8% | -67.1% | +109.8% | +38.1% |
| 10Y | +128.8% | +16.7% | +112.1% | +113.9% |
| All | +128.8% | +28.7% | +100.1% | +113.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling