+280.6%
XME vs IOVA
+7.2%
+273.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.5% | +0.6% |
| 7D | +1.5% | -7.0% | +8.5% | +2.2% |
| 30D | -7.3% | -44.4% | +37.2% | -3.3% |
| 3M | -17.4% | +24.7% | -42.1% | -20.5% |
| 6M | -21.8% | +118.6% | -140.5% | -29.5% |
| YTD | -6.0% | +196.3% | -202.3% | -18.8% |
| 1Y | +3.8% | +205.3% | -201.5% | -10.9% |
| 3Y | +100.0% | +103.8% | -3.8% | +63.2% |
| 5Y | +116.1% | -65.6% | +181.6% | +95.7% |
| 10Y | +280.6% | +6.4% | +274.2% | +203.3% |
| All | +280.6% | +7.2% | +273.4% | +203.3% |
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