+168.5%
XME vs IOVA
-66.4%
+234.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.4% | -0.3% | -3.4% |
| 7D | -3.0% | -6.4% | +3.4% | -2.6% |
| 30D | -2.6% | +25.4% | -28.0% | -4.5% |
| 3M | +2.2% | +115.3% | -113.2% | -4.9% |
| 6M | +0.7% | +56.5% | -55.8% | -4.5% |
| YTD | +10.9% | +198.2% | -187.3% | -1.0% |
| 1Y | +35.7% | +242.0% | -206.3% | +18.9% |
| 3Y | +127.1% | +36.8% | +90.3% | +99.0% |
| 5Y | +168.5% | -64.3% | +232.7% | +150.9% |
| All | +168.5% | -66.4% | +234.9% | +150.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling