+79.6%
XOM vs IOVA
+99.0%
-19.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.5% |
| 7D | +2.8% | -3.5% | +6.3% | +2.9% |
| 30D | -3.6% | -45.4% | +41.8% | -3.2% |
| 3M | +8.2% | +19.0% | -10.8% | +7.5% |
| 6M | +14.0% | +112.0% | -98.0% | +12.2% |
| YTD | +44.6% | +184.2% | -139.6% | +40.8% |
| 1Y | +47.8% | +222.0% | -174.2% | +43.3% |
| 3Y | +79.6% | +92.6% | -13.0% | +65.9% |
| All | +79.6% | +99.0% | -19.4% | +65.9% |
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 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