+38.0%
XOP vs IOVA
-91.6%
+129.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.9% | -0.9% |
| 7D | +2.6% | +9.7% | -7.2% | +2.3% |
| 30D | +15.4% | +102.5% | -87.1% | +13.1% |
| 3M | +12.1% | +100.7% | -88.6% | +9.7% |
| 6M | +19.7% | +106.3% | -86.7% | +16.7% |
| YTD | +52.4% | +222.0% | -169.6% | +46.5% |
| 1Y | +47.6% | +299.5% | -252.0% | +40.7% |
| 3Y | +34.4% | +42.9% | -8.6% | +28.7% |
| 5Y | +154.4% | -65.0% | +219.4% | +147.5% |
| 10Y | +54.7% | +10.3% | +44.4% | +46.3% |
| All | +38.0% | -91.6% | +129.6% | +24.8% |
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