+44.0%
XLP vs IOVA
-63.3%
+107.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.4% |
| 7D | +2.5% | -3.5% | +6.0% | +2.6% |
| 30D | +7.3% | -45.4% | +52.7% | +8.0% |
| 3M | +8.1% | +19.0% | -10.9% | +7.2% |
| 6M | +10.5% | +112.0% | -101.5% | +8.1% |
| YTD | +21.2% | +184.2% | -163.1% | +17.5% |
| 1Y | +22.7% | +222.0% | -199.3% | +18.6% |
| 3Y | +44.8% | +92.6% | -47.8% | +38.3% |
| All | +44.0% | -63.3% | +107.3% | +38.1% |
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