+365.5%
XLU vs IOVA
-91.7%
+457.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +0.9% |
| 7D | +2.1% | +5.1% | -3.0% | +2.1% |
| 30D | -0.4% | +37.2% | -37.6% | -0.6% |
| 3M | +0.5% | +117.5% | -117.0% | -0.3% |
| 6M | -5.8% | +69.6% | -75.4% | -6.4% |
| YTD | +3.1% | +218.7% | -215.5% | +2.0% |
| 1Y | +8.1% | +265.5% | -257.4% | +6.7% |
| 3Y | +50.5% | +46.2% | +4.3% | +48.5% |
| 5Y | +44.7% | -63.2% | +108.0% | +43.3% |
| 10Y | +136.8% | +6.1% | +130.7% | +133.9% |
| All | +365.5% | -91.7% | +457.2% | +353.9% |
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