+58.2%
ECL vs IOVA
+44.8%
+13.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | +0.1% |
| 7D | -2.6% | +9.7% | -12.3% | -2.8% |
| 30D | -2.2% | +102.5% | -104.7% | -4.1% |
| 3M | +10.1% | +100.7% | -90.6% | +7.7% |
| 6M | -5.7% | +106.3% | -112.1% | -8.1% |
| YTD | +7.0% | +222.0% | -215.0% | +2.6% |
| 1Y | +2.7% | +299.5% | -296.9% | -2.4% |
| All | +58.2% | +44.8% | +13.4% | +43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling