+46.7%
XLU vs IOVA
+36.1%
+10.6%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.5% | -0.9% |
| 7D | -1.2% | -6.4% | +5.3% | -1.0% |
| 30D | -2.5% | +25.4% | -28.0% | -3.2% |
| 3M | -2.7% | +115.3% | -118.1% | -5.2% |
| 6M | -7.5% | +56.5% | -64.0% | -9.2% |
| YTD | +0.9% | +198.2% | -197.2% | -3.1% |
| 1Y | +3.3% | +242.0% | -238.7% | -1.6% |
| All | +46.7% | +36.1% | +10.6% | +30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling