+141.9%
XYL vs IOVA
+3.8%
+138.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | -0.8% |
| 7D | -1.2% | -6.4% | +5.2% | -0.8% |
| 30D | -13.2% | +25.4% | -38.6% | -14.7% |
| 3M | -0.2% | +115.3% | -115.5% | -6.6% |
| 6M | -12.5% | +56.5% | -69.0% | -16.7% |
| YTD | -20.9% | +198.2% | -219.1% | -28.8% |
| 1Y | -21.6% | +242.0% | -263.6% | -30.7% |
| 3Y | +16.1% | +36.8% | -20.7% | +1.7% |
| 5Y | -15.6% | -64.3% | +48.6% | -21.5% |
| All | +141.9% | +3.8% | +138.1% | +90.7% |
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 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