+2.1%
ECL vs IOVA
+250.8%
-248.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.4% |
| 7D | -0.8% | +5.1% | -5.8% | -0.8% |
| 30D | -2.5% | +37.2% | -39.7% | -2.9% |
| 3M | +8.3% | +117.5% | -109.2% | +6.8% |
| 6M | -1.1% | +69.6% | -70.7% | -2.3% |
| YTD | +6.5% | +218.7% | -212.2% | +3.7% |
| 1Y | +2.1% | +265.5% | -263.5% | +1.9% |
| All | +2.1% | +250.8% | -248.7% | +1.9% |
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