+30.0%
ECL vs IOVA
-64.9%
+94.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | +0.1% |
| 7D | -2.6% | +9.7% | -12.3% | -3.0% |
| 30D | -2.2% | +102.5% | -104.7% | -5.4% |
| 3M | +10.1% | +100.7% | -90.6% | +6.2% |
| 6M | -5.7% | +106.3% | -112.1% | -9.6% |
| YTD | +7.0% | +222.0% | -215.0% | +0.1% |
| 1Y | +2.7% | +299.5% | -296.9% | -5.4% |
| 3Y | +57.7% | +42.9% | +14.8% | +43.3% |
| All | +30.0% | -64.9% | +94.9% | +22.0% |
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