+18.6%
XYL vs IOVA
+50.0%
-31.4%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +4.0% | +3.0% |
| 7D | +1.8% | +5.1% | -3.3% | +1.6% |
| 30D | -9.2% | +37.2% | -46.4% | -10.4% |
| 3M | -0.3% | +117.5% | -117.8% | -3.9% |
| 6M | -11.0% | +69.6% | -80.6% | -13.6% |
| YTD | -19.2% | +218.7% | -237.9% | -24.2% |
| 1Y | -21.2% | +265.5% | -286.8% | -26.9% |
| 3Y | +18.6% | +46.2% | -27.6% | +7.0% |
| All | +18.6% | +50.0% | -31.4% | +7.0% |
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