+1,237.9%
EAT vs IOVA
-92.2%
+1,330.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.5% |
| 7D | -3.9% | +1.9% | -5.8% | -4.0% |
| 30D | +5.0% | -44.1% | +49.1% | +6.3% |
| 3M | -9.6% | +28.9% | -38.5% | -10.7% |
| 6M | +46.8% | +125.7% | -78.9% | +42.2% |
| YTD | +41.8% | +199.3% | -157.5% | +35.8% |
| 1Y | +98.3% | +255.2% | -156.9% | +88.7% |
| 3Y | +503.1% | +106.8% | +396.2% | +470.4% |
| 5Y | +356.7% | -67.1% | +423.7% | +343.1% |
| 10Y | +349.8% | +16.7% | +333.1% | +333.3% |
| All | +1,237.9% | -92.2% | +1,330.1% | +1,123.4% |
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