+7.8%
EIX vs IOVA
+189.0%
-181.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.7% | +5.8% | +0.3% |
| 7D | -1.5% | -1.4% | 0.0% | -1.4% |
| 30D | +8.1% | -47.4% | +55.5% | +9.7% |
| 3M | -12.1% | +13.2% | -25.3% | -12.9% |
| 6M | -13.4% | +114.3% | -127.8% | -15.9% |
| YTD | +5.6% | +179.5% | -173.9% | +2.8% |
| 1Y | +7.8% | +200.4% | -192.6% | +4.2% |
| All | +7.8% | +189.0% | -181.2% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling