+35.3%
EIX vs IOVA
+5.1%
+30.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -2.5% | -7.0% | +4.5% | -2.2% |
| 30D | +7.7% | -44.4% | +52.1% | +10.2% |
| 3M | -12.9% | +24.7% | -37.5% | -14.7% |
| 6M | -12.7% | +118.6% | -131.3% | -17.6% |
| YTD | +5.5% | +196.3% | -190.9% | -3.0% |
| 1Y | +9.4% | +205.3% | -195.9% | +0.3% |
| 3Y | +9.7% | +103.8% | -94.1% | -2.2% |
| 5Y | +16.9% | -65.6% | +82.5% | +10.1% |
| All | +35.3% | +5.1% | +30.2% | +19.5% |
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