+1,413.3%
EAT vs IOVA
-91.6%
+1,504.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.6% |
| 7D | 0.0% | +9.7% | -9.7% | -0.2% |
| 30D | +1.9% | +102.5% | -100.7% | -0.3% |
| 3M | +68.7% | +100.7% | -32.0% | +64.9% |
| 6M | +66.9% | +106.3% | -39.4% | +62.5% |
| YTD | +60.4% | +222.0% | -161.6% | +53.9% |
| 1Y | +44.0% | +299.5% | -255.5% | +37.0% |
| 3Y | +604.7% | +42.9% | +561.8% | +574.1% |
| 5Y | +347.0% | -65.0% | +412.0% | +334.9% |
| 10Y | +390.8% | +10.3% | +380.5% | +374.1% |
| All | +1,413.3% | -91.6% | +1,504.9% | +1,287.3% |
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