+436.9%
XME vs IOVA
+4.5%
+432.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.4% |
| 7D | -0.2% | -2.2% | +2.0% | 0.0% |
| 30D | +1.4% | +31.7% | -30.3% | -1.3% |
| 3M | +2.7% | +117.3% | -114.5% | -5.7% |
| 6M | +6.5% | +55.8% | -49.3% | 0.0% |
| YTD | +15.2% | +208.8% | -193.6% | +0.5% |
| 1Y | +43.5% | +255.7% | -212.2% | +22.4% |
| 3Y | +135.9% | +41.7% | +94.2% | +100.5% |
| 5Y | +181.5% | -64.9% | +246.4% | +157.9% |
| 10Y | +436.9% | +6.3% | +430.5% | +322.0% |
| All | +436.9% | +4.5% | +432.4% | +322.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling