+98.7%
XME vs IOVA
+103.0%
-4.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.9% |
| 7D | -0.2% | -8.5% | +8.3% | +0.5% |
| 30D | -9.2% | -44.7% | +35.6% | -6.1% |
| 3M | -17.8% | +26.2% | -44.0% | -20.4% |
| 6M | -20.0% | +123.2% | -143.2% | -26.8% |
| YTD | -6.6% | +196.0% | -202.6% | -17.6% |
| 1Y | +1.8% | +240.9% | -239.2% | -11.5% |
| 3Y | +98.7% | +103.5% | -4.8% | +59.8% |
| All | +98.7% | +103.0% | -4.3% | +59.8% |
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