+160.5%
XME vs IOVA
-91.6%
+252.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | +0.2% |
| 7D | -0.1% | +9.7% | -9.8% | -0.3% |
| 30D | +6.0% | +102.5% | -96.5% | +3.8% |
| 3M | -7.7% | +100.7% | -108.4% | -9.7% |
| 6M | +1.0% | +106.3% | -105.4% | -1.5% |
| YTD | +14.6% | +222.0% | -207.3% | +10.4% |
| 1Y | +46.0% | +299.5% | -253.6% | +39.5% |
| 3Y | +127.0% | +42.9% | +84.1% | +118.0% |
| 5Y | +175.8% | -65.0% | +240.8% | +168.6% |
| 10Y | +414.6% | +10.3% | +404.3% | +388.9% |
| All | +160.5% | -91.6% | +252.2% | +136.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling