+58.8%
XRT vs IOVA
+99.0%
-40.2%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.3% |
| 7D | +1.7% | -3.5% | +5.2% | +1.9% |
| 30D | +7.5% | -45.4% | +52.9% | +10.5% |
| 3M | +2.2% | +19.0% | -16.8% | -0.9% |
| 6M | +14.7% | +112.0% | -97.4% | +5.3% |
| YTD | +7.5% | +184.2% | -176.7% | -5.1% |
| 1Y | +14.1% | +222.0% | -207.9% | -0.7% |
| 3Y | +58.8% | +92.6% | -33.8% | +21.6% |
| All | +58.8% | +99.0% | -40.2% | +21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling