+153.3%
XOP vs IOVA
-62.2%
+215.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.7% | -5.5% | -0.1% |
| 7D | +2.6% | -2.2% | +4.8% | +2.7% |
| 30D | +9.6% | +27.6% | -18.0% | +8.2% |
| 3M | +20.4% | +117.2% | -96.8% | +15.1% |
| 6M | +19.9% | +77.7% | -57.8% | +15.3% |
| YTD | +56.4% | +215.0% | -158.6% | +44.5% |
| 1Y | +52.4% | +255.4% | -202.9% | +39.0% |
| 3Y | +39.9% | +42.6% | -2.7% | +27.6% |
| All | +153.3% | -62.2% | +215.5% | +155.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling