+375.2%
XOM vs IOVA
-92.7%
+467.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.7% | +7.5% | +1.9% |
| 7D | +2.7% | -1.4% | +4.1% | +2.7% |
| 30D | -2.5% | -47.4% | +44.9% | -2.0% |
| 3M | +7.0% | +13.2% | -6.2% | +6.6% |
| 6M | +14.2% | +114.3% | -100.1% | +12.8% |
| YTD | +43.9% | +179.5% | -135.6% | +41.5% |
| 1Y | +47.9% | +200.4% | -152.5% | +45.2% |
| 3Y | +80.6% | +92.2% | -11.6% | +76.4% |
| 5Y | +212.8% | -63.8% | +276.6% | +208.3% |
| 10Y | +202.6% | +0.4% | +202.2% | +195.3% |
| All | +375.2% | -92.7% | +467.9% | +359.3% |
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