-31.5%
XYL vs IOVA
+362.8%
-394.3%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.5% | +6.4% | +4.9% |
| 7D | +14.5% | -41.3% | +55.8% | +14.0% |
| 30D | -1.3% | -38.5% | +37.2% | -1.8% |
| 3M | -17.0% | +99.5% | -116.5% | -18.4% |
| 6M | -11.3% | +126.0% | -137.3% | -13.6% |
| YTD | -25.0% | +218.7% | -243.7% | -27.7% |
| 1Y | -31.5% | +378.0% | -409.6% | -34.8% |
| All | -31.5% | +362.8% | -394.3% | -34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling