+12.8%
EIX vs IOVA
+99.0%
-86.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.2% |
| 7D | +1.4% | -3.5% | +4.8% | +1.5% |
| 30D | +8.5% | -45.4% | +53.9% | +11.0% |
| 3M | -13.5% | +19.0% | -32.5% | -15.1% |
| 6M | -12.4% | +112.0% | -124.4% | -17.0% |
| YTD | +5.9% | +184.2% | -178.3% | -2.2% |
| 1Y | +7.6% | +222.0% | -214.4% | -1.5% |
| 3Y | +12.8% | +92.6% | -79.8% | -3.8% |
| All | +12.8% | +99.0% | -86.2% | -3.8% |
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