+33.0%
XOP vs IOVA
-92.7%
+125.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.7% | +7.3% | +1.8% |
| 7D | +5.2% | -1.4% | +6.6% | +5.2% |
| 30D | -8.4% | -47.4% | +39.0% | -7.2% |
| 3M | +2.9% | +13.2% | -10.3% | +2.1% |
| 6M | +8.8% | +114.3% | -105.5% | +5.7% |
| YTD | +46.9% | +179.5% | -132.6% | +41.1% |
| 1Y | +41.5% | +200.4% | -158.9% | +35.5% |
| 3Y | +43.1% | +92.2% | -49.1% | +35.7% |
| 5Y | +92.2% | -63.8% | +156.0% | +86.1% |
| 10Y | +52.3% | +0.4% | +51.9% | +43.8% |
| All | +33.0% | -92.7% | +125.7% | +20.1% |
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 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