+28.4%
XLY vs IOVA
-62.2%
+90.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.7% | -4.8% | +0.5% |
| 7D | -1.7% | -2.2% | +0.5% | -1.6% |
| 30D | -4.2% | +27.6% | -31.8% | -6.0% |
| 3M | -2.7% | +117.2% | -119.9% | -9.0% |
| 6M | -0.6% | +77.7% | -78.3% | -6.3% |
| YTD | -5.0% | +215.0% | -220.0% | -14.8% |
| 1Y | -4.1% | +255.4% | -259.5% | -15.5% |
| 3Y | +33.6% | +42.6% | -9.0% | +16.2% |
| All | +28.4% | -62.2% | +90.6% | +17.6% |
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