+136.8%
XLP vs IOVA
+7.2%
+129.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.5% |
| 7D | -0.5% | -7.0% | +6.5% | -0.4% |
| 30D | +8.3% | -44.4% | +52.8% | +9.6% |
| 3M | +8.7% | +24.7% | -16.0% | +7.2% |
| 6M | +11.2% | +118.6% | -107.5% | +7.3% |
| YTD | +20.0% | +196.3% | -176.3% | +14.2% |
| 1Y | +21.3% | +205.3% | -183.9% | +15.2% |
| 3Y | +43.8% | +103.8% | -59.9% | +33.4% |
| 5Y | +43.3% | -65.6% | +108.9% | +38.3% |
| 10Y | +136.8% | +6.4% | +130.3% | +120.7% |
| All | +136.8% | +7.2% | +129.6% | +120.7% |
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 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