+404.4%
XRT vs IOVA
-92.3%
+496.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.9% | -5.6% | -1.8% |
| 7D | +0.9% | -5.2% | +6.1% | +1.0% |
| 30D | +7.9% | -37.8% | +45.7% | +8.9% |
| 3M | -0.2% | +29.5% | -29.6% | -1.4% |
| 6M | +5.6% | +96.6% | -91.0% | +2.7% |
| YTD | +5.7% | +194.5% | -188.8% | +1.4% |
| 1Y | +14.6% | +248.1% | -233.5% | +9.3% |
| 3Y | +50.7% | +86.1% | -35.4% | +43.3% |
| 5Y | -4.8% | -67.8% | +63.0% | -7.6% |
| 10Y | +152.6% | +38.6% | +114.0% | +139.2% |
| All | +404.4% | -92.3% | +496.7% | +366.7% |
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