+197.5%
ECL vs IOVA
-0.9%
+198.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.7% | +4.6% | -0.8% |
| 7D | -0.5% | -1.4% | +1.0% | -0.4% |
| 30D | +6.6% | -47.4% | +53.9% | +9.6% |
| 3M | +9.6% | +13.2% | -3.6% | +7.2% |
| 6M | +21.6% | +114.3% | -92.7% | +13.2% |
| YTD | +16.9% | +179.5% | -162.6% | +5.8% |
| 1Y | +17.9% | +200.4% | -182.5% | +6.0% |
| 3Y | +76.5% | +92.2% | -15.7% | +50.6% |
| 5Y | +36.6% | -63.8% | +100.4% | +26.0% |
| All | +197.5% | -0.9% | +198.4% | +154.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling