+38.9%
ECL vs IOVA
-63.3%
+102.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.5% |
| 7D | +2.9% | -3.5% | +6.3% | +3.0% |
| 30D | +7.5% | -45.4% | +52.9% | +9.3% |
| 3M | +12.2% | +19.0% | -6.8% | +10.2% |
| 6M | +24.6% | +112.0% | -87.5% | +18.5% |
| YTD | +18.8% | +184.2% | -165.5% | +10.5% |
| 1Y | +19.3% | +222.0% | -202.7% | +10.2% |
| 3Y | +78.2% | +92.6% | -14.4% | +56.7% |
| All | +38.9% | -63.3% | +102.2% | +28.9% |
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 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