+253.6%
XME vs IOVA
+0.8%
+252.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.7% |
| 7D | +0.3% | -3.5% | +3.8% | +0.6% |
| 30D | -6.1% | -45.4% | +39.3% | -2.0% |
| 3M | -18.6% | +19.0% | -37.6% | -21.3% |
| 6M | -23.9% | +112.0% | -135.9% | -31.2% |
| YTD | -9.3% | +184.2% | -193.6% | -21.4% |
| 1Y | +1.8% | +222.0% | -220.2% | -13.1% |
| 3Y | +93.0% | +92.6% | +0.4% | +58.2% |
| 5Y | +107.0% | -63.2% | +170.2% | +86.0% |
| All | +253.6% | +0.8% | +252.8% | +182.5% |
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 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