+22.7%
EIX vs IOVA
-64.9%
+87.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.8% |
| 7D | -19.1% | +9.7% | -28.8% | -19.4% |
| 30D | -16.9% | +102.5% | -119.4% | -19.6% |
| 3M | -20.0% | +100.7% | -120.7% | -22.8% |
| 6M | -21.3% | +106.3% | -127.7% | -24.4% |
| YTD | -1.7% | +222.0% | -223.7% | -7.7% |
| 1Y | +9.6% | +299.5% | -290.0% | +1.4% |
| 3Y | -3.7% | +42.9% | -46.6% | -10.4% |
| All | +22.7% | -64.9% | +87.6% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling