+2.7%
ECL vs IOVA
+299.5%
-296.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | +0.1% |
| 7D | -2.6% | +9.7% | -12.3% | -2.7% |
| 30D | -2.2% | +102.5% | -104.7% | -3.0% |
| 3M | +10.1% | +100.7% | -90.6% | +8.9% |
| 6M | -5.7% | +106.3% | -112.1% | -7.0% |
| YTD | +7.0% | +222.0% | -215.0% | +4.5% |
| 1Y | +2.7% | +299.5% | -296.9% | +1.6% |
| All | +2.7% | +299.5% | -296.9% | +1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling