+141.3%
ED vs IOVA
+12.2%
+129.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +0.8% |
| 7D | +2.1% | -8.5% | +10.6% | +2.2% |
| 30D | +12.4% | -44.7% | +57.2% | +13.1% |
| 3M | +13.1% | +26.2% | -13.1% | +12.3% |
| 6M | +14.1% | +123.2% | -109.1% | +12.1% |
| YTD | +23.1% | +196.0% | -172.9% | +20.1% |
| 1Y | +25.4% | +240.9% | -215.5% | +22.1% |
| 3Y | +47.9% | +103.5% | -55.7% | +42.7% |
| 5Y | +81.9% | -65.5% | +147.3% | +78.5% |
| 10Y | +141.3% | +7.0% | +134.2% | +135.9% |
| All | +141.3% | +12.2% | +129.0% | +135.9% |
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