+681.2%
XLY vs IOVA
-92.2%
+773.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | -0.4% |
| 7D | -3.9% | -6.4% | +2.6% | -3.7% |
| 30D | -6.1% | +25.4% | -31.5% | -6.6% |
| 3M | -1.2% | +115.3% | -116.5% | -3.1% |
| 6M | -1.8% | +56.5% | -58.3% | -3.2% |
| YTD | -5.9% | +198.2% | -204.0% | -8.7% |
| 1Y | -3.1% | +242.0% | -245.1% | -6.4% |
| 3Y | +36.0% | +36.8% | -0.8% | +31.4% |
| 5Y | +27.6% | -64.3% | +91.8% | +24.7% |
| 10Y | +216.8% | +2.6% | +214.1% | +204.9% |
| All | +681.2% | -92.2% | +773.5% | +628.5% |
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