+598.4%
XLV vs IOVA
-92.0%
+690.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | -0.3% |
| 7D | -3.7% | -2.2% | -1.5% | -3.6% |
| 30D | -1.1% | +31.7% | -32.8% | -1.6% |
| 3M | +8.2% | +117.3% | -109.0% | +6.6% |
| 6M | +8.9% | +55.8% | -46.9% | +7.7% |
| YTD | +8.5% | +208.8% | -200.3% | +5.9% |
| 1Y | +22.3% | +255.7% | -233.4% | +18.9% |
| 3Y | +32.6% | +41.7% | -9.0% | +29.0% |
| 5Y | +34.4% | -64.9% | +99.3% | +31.9% |
| 10Y | +175.4% | +6.3% | +169.1% | +165.7% |
| All | +598.4% | -92.0% | +690.3% | +556.5% |
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