+1,182.8%
EAT vs IOVA
-92.3%
+1,275.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -4.1% |
| 7D | -5.9% | -8.5% | +2.6% | -5.7% |
| 30D | +0.7% | -44.7% | +45.4% | +1.9% |
| 3M | -14.2% | +26.2% | -40.5% | -15.2% |
| 6M | +40.7% | +123.2% | -82.5% | +36.4% |
| YTD | +36.0% | +196.0% | -160.0% | +30.2% |
| 1Y | +83.1% | +240.9% | -157.9% | +74.4% |
| 3Y | +474.8% | +103.5% | +371.3% | +443.9% |
| 5Y | +347.6% | -65.5% | +413.1% | +334.0% |
| 10Y | +321.5% | +7.0% | +314.5% | +306.3% |
| All | +1,182.8% | -92.3% | +1,275.1% | +1,073.3% |
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