+34.1%
XLP vs IOVA
-64.9%
+99.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.8% |
| 7D | -1.0% | +9.7% | -10.8% | -1.2% |
| 30D | -0.9% | +102.5% | -103.4% | -2.3% |
| 3M | +3.8% | +100.7% | -96.9% | +2.2% |
| 6M | -1.7% | +106.3% | -108.1% | -3.5% |
| YTD | +10.3% | +222.0% | -211.7% | +7.2% |
| 1Y | +7.8% | +299.5% | -291.8% | +4.1% |
| 3Y | +27.2% | +42.9% | -15.7% | +22.6% |
| All | +34.1% | -64.9% | +99.0% | +30.3% |
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