+390.6%
XLP vs IOVA
-92.6%
+483.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -11.0% | +10.3% | -0.7% |
| 7D | +3.5% | -19.0% | +22.5% | +3.6% |
| 30D | +11.6% | -40.3% | +51.8% | +11.9% |
| 3M | +7.6% | +78.3% | -70.7% | +6.9% |
| 6M | +10.0% | +94.5% | -84.4% | +9.1% |
| YTD | +19.7% | +183.5% | -163.8% | +18.2% |
| 1Y | +23.5% | +327.6% | -304.2% | +21.4% |
| 3Y | +44.0% | +83.8% | -39.9% | +41.5% |
| 5Y | +42.7% | -69.0% | +111.7% | +41.2% |
| 10Y | +131.3% | +33.4% | +97.9% | +126.8% |
| All | +390.6% | -92.6% | +483.3% | +369.4% |
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