+146.4%
ED vs IOVA
+0.8%
+145.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.4% |
| 7D | +2.1% | -3.5% | +5.5% | +2.1% |
| 30D | +10.4% | -45.4% | +55.8% | +11.0% |
| 3M | +12.5% | +19.0% | -6.5% | +11.8% |
| 6M | +14.9% | +112.0% | -97.1% | +13.0% |
| YTD | +24.8% | +184.2% | -159.4% | +21.9% |
| 1Y | +23.8% | +222.0% | -198.2% | +20.6% |
| 3Y | +51.6% | +92.6% | -40.9% | +46.5% |
| 5Y | +86.4% | -63.2% | +149.6% | +82.7% |
| All | +146.4% | +0.8% | +145.6% | +141.3% |
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