+37.8%
ECL vs IOVA
-67.9%
+105.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.9% | -5.6% | -1.8% |
| 7D | -0.8% | -5.2% | +4.4% | -0.6% |
| 30D | +8.1% | -37.8% | +45.9% | +9.4% |
| 3M | +6.4% | +29.5% | -23.1% | +4.1% |
| 6M | +14.8% | +96.6% | -81.8% | +9.6% |
| YTD | +15.5% | +194.5% | -179.0% | +7.4% |
| 1Y | +20.1% | +248.1% | -227.9% | +10.7% |
| 3Y | +77.8% | +86.1% | -8.4% | +57.3% |
| All | +37.8% | -67.9% | +105.7% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling