+132.2%
XRT vs IOVA
-0.9%
+133.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.7% | +3.8% | -1.3% |
| 7D | -0.4% | -1.4% | +1.0% | -0.3% |
| 30D | +7.5% | -47.4% | +54.9% | +12.5% |
| 3M | +2.3% | +13.2% | -10.9% | -1.2% |
| 6M | +12.8% | +114.3% | -101.5% | +0.6% |
| YTD | +7.1% | +179.5% | -172.4% | -8.8% |
| 1Y | +12.3% | +200.4% | -188.1% | -5.4% |
| 3Y | +57.0% | +92.2% | -35.2% | +25.2% |
| 5Y | -4.3% | -63.8% | +59.5% | -15.0% |
| All | +132.2% | -0.9% | +133.2% | +76.6% |
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