+104.0%
ED vs IOVA
+6.6%
+97.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +0.9% |
| 7D | +0.5% | +5.1% | -4.5% | +0.5% |
| 30D | +1.1% | +37.2% | -36.1% | +0.6% |
| 3M | +4.6% | +117.5% | -112.9% | +3.3% |
| 6M | -2.0% | +69.6% | -71.6% | -3.0% |
| YTD | +11.7% | +218.7% | -207.0% | +9.3% |
| 1Y | +15.7% | +265.5% | -249.8% | +12.9% |
| 3Y | +34.4% | +46.2% | -11.9% | +30.7% |
| 5Y | +67.3% | -63.2% | +130.6% | +64.6% |
| 10Y | +104.0% | +6.1% | +97.9% | +109.9% |
| All | +104.0% | +6.6% | +97.4% | +109.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling