+52.6%
XOM vs IOVA
+362.8%
-310.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.1% | -4.6% |
| 7D | -7.0% | -41.3% | +34.3% | -7.7% |
| 30D | +3.2% | -38.5% | +41.7% | +2.5% |
| 3M | +10.7% | +99.5% | -88.9% | +11.6% |
| 6M | +11.6% | +126.0% | -114.4% | +13.5% |
| YTD | +43.5% | +218.7% | -175.2% | +46.9% |
| 1Y | +52.6% | +378.0% | -325.4% | +53.1% |
| All | +52.6% | +362.8% | -310.2% | +53.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling