+309.3%
EAT vs IOVA
-0.9%
+310.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.7% | +4.1% | -0.9% |
| 7D | -7.1% | -1.4% | -5.7% | -7.0% |
| 30D | -2.3% | -47.4% | +45.0% | +3.7% |
| 3M | -19.6% | +13.2% | -32.8% | -23.0% |
| 6M | +46.0% | +114.3% | -68.3% | +26.5% |
| YTD | +37.7% | +179.5% | -141.8% | +12.2% |
| 1Y | +73.8% | +200.4% | -126.6% | +39.5% |
| 3Y | +482.1% | +92.2% | +389.9% | +326.6% |
| 5Y | +362.5% | -63.8% | +426.2% | +299.0% |
| All | +309.3% | -0.9% | +310.2% | +240.7% |
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