+34.3%
ED vs IOVA
+49.0%
-14.7%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.4% | -1.4% |
| 7D | -0.2% | +9.7% | -9.9% | -0.3% |
| 30D | -0.1% | +102.5% | -102.7% | -1.0% |
| 3M | +3.9% | +100.7% | -96.8% | +2.9% |
| 6M | -3.0% | +106.3% | -109.4% | -4.2% |
| YTD | +10.7% | +222.0% | -211.3% | +8.6% |
| 1Y | +13.3% | +299.5% | -286.2% | +10.6% |
| All | +34.3% | +49.0% | -14.7% | +25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling