+346.3%
XOM vs IOVA
-91.6%
+437.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -1.7% |
| 7D | +1.8% | +9.7% | -8.0% | +1.7% |
| 30D | +5.9% | +102.5% | -96.7% | +5.0% |
| 3M | +5.6% | +100.7% | -95.1% | +4.6% |
| 6M | +7.9% | +106.3% | -98.5% | +6.7% |
| YTD | +35.2% | +222.0% | -186.8% | +33.0% |
| 1Y | +46.0% | +299.5% | -253.6% | +43.1% |
| 3Y | +55.0% | +42.9% | +12.1% | +52.1% |
| 5Y | +246.3% | -65.0% | +311.3% | +242.0% |
| 10Y | +181.0% | +10.3% | +170.7% | +174.4% |
| All | +346.3% | -91.6% | +437.9% | +331.7% |
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