+432.8%
XYL vs IOVA
-91.3%
+524.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.1% | -2.1% |
| 7D | -5.0% | +9.7% | -14.8% | -5.2% |
| 30D | -13.2% | +102.5% | -115.8% | -14.3% |
| 3M | -3.7% | +100.7% | -104.4% | -5.0% |
| 6M | -17.7% | +106.3% | -124.0% | -19.0% |
| YTD | -21.5% | +222.0% | -243.5% | -23.4% |
| 1Y | -24.5% | +299.5% | -324.0% | -26.7% |
| 3Y | +6.9% | +42.9% | -36.0% | +4.1% |
| 5Y | -18.1% | -65.0% | +46.9% | -19.5% |
| 10Y | +134.7% | +10.3% | +124.4% | +128.0% |
| All | +432.8% | -91.3% | +524.1% | +416.2% |
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