+8.4%
EIX vs IOVA
+85.3%
-76.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.9% | -6.4% | -2.7% |
| 7D | +1.0% | -5.2% | +6.2% | +1.2% |
| 30D | +9.1% | -37.8% | +46.9% | +10.9% |
| 3M | -10.2% | +29.5% | -39.7% | -12.3% |
| 6M | -11.2% | +96.6% | -107.8% | -15.7% |
| YTD | +4.5% | +194.5% | -190.0% | -3.6% |
| 1Y | +10.9% | +248.1% | -237.2% | +1.1% |
| 3Y | +8.4% | +86.1% | -77.7% | -7.7% |
| All | +8.4% | +85.3% | -76.8% | -7.7% |
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