+123.7%
XRT vs IOVA
+6.6%
+117.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.1% | -2.1% |
| 7D | -0.3% | +5.1% | -5.3% | -0.7% |
| 30D | -5.6% | +37.2% | -42.9% | -8.7% |
| 3M | +2.5% | +117.5% | -115.0% | -6.5% |
| 6M | +3.7% | +69.6% | -65.9% | -4.0% |
| YTD | +1.0% | +218.7% | -217.7% | -13.4% |
| 1Y | -1.2% | +265.5% | -266.7% | -17.4% |
| 3Y | +43.4% | +46.2% | -2.9% | +19.4% |
| 5Y | -0.7% | -63.2% | +62.5% | -10.3% |
| 10Y | +123.7% | +6.1% | +117.6% | +72.2% |
| All | +123.7% | +6.6% | +117.1% | +72.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling