+342.0%
EAT vs IOVA
-64.9%
+406.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.5% |
| 7D | 0.0% | +9.7% | -9.7% | -0.8% |
| 30D | +1.9% | +102.5% | -100.7% | -4.9% |
| 3M | +68.7% | +100.7% | -32.0% | +56.5% |
| 6M | +66.9% | +106.3% | -39.4% | +52.7% |
| YTD | +60.4% | +222.0% | -161.6% | +38.9% |
| 1Y | +44.0% | +299.5% | -255.5% | +20.2% |
| 3Y | +604.7% | +42.9% | +561.8% | +486.5% |
| All | +342.0% | -64.9% | +406.9% | +328.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling