+23.1%
ECL vs IOVA
+362.8%
-339.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.5% | +4.9% | +3.4% |
| 7D | +7.7% | -41.3% | +49.0% | +7.3% |
| 30D | +13.7% | -38.5% | +52.2% | +13.2% |
| 3M | +11.6% | +99.5% | -88.0% | +11.0% |
| 6M | +23.9% | +126.0% | -102.1% | +22.9% |
| YTD | +21.0% | +218.7% | -197.7% | +20.4% |
| 1Y | +23.1% | +378.0% | -354.9% | +24.5% |
| All | +23.1% | +362.8% | -339.7% | +24.5% |
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