+137.4%
XME vs IOVA
+50.0%
+87.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.2% |
| 7D | +3.6% | +5.1% | -1.5% | +3.2% |
| 30D | +3.6% | +37.2% | -33.6% | +1.1% |
| 3M | +1.2% | +117.5% | -116.3% | -5.4% |
| 6M | +9.0% | +69.6% | -60.5% | +3.2% |
| YTD | +15.9% | +218.7% | -202.8% | +3.6% |
| 1Y | +43.2% | +265.5% | -222.4% | +25.7% |
| 3Y | +137.4% | +46.2% | +91.2% | +99.7% |
| All | +137.4% | +50.0% | +87.4% | +99.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling