+35.9%
XOP vs IOVA
+50.0%
-14.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.7% |
| 7D | +0.6% | +5.1% | -4.5% | +0.4% |
| 30D | +16.5% | +37.2% | -20.7% | +14.9% |
| 3M | +15.7% | +117.5% | -101.8% | +11.4% |
| 6M | +19.2% | +69.6% | -50.4% | +15.6% |
| YTD | +55.0% | +218.7% | -163.7% | +44.3% |
| 1Y | +54.2% | +265.5% | -211.4% | +41.6% |
| 3Y | +35.9% | +46.2% | -10.4% | +24.9% |
| All | +35.9% | +50.0% | -14.1% | +24.9% |
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