+187.9%
EIX vs IOVA
-91.6%
+279.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.8% |
| 7D | -19.1% | +9.7% | -28.8% | -19.2% |
| 30D | -16.9% | +102.5% | -119.4% | -17.5% |
| 3M | -20.0% | +100.7% | -120.7% | -20.7% |
| 6M | -21.3% | +106.3% | -127.7% | -22.0% |
| YTD | -1.7% | +222.0% | -223.7% | -3.1% |
| 1Y | +9.6% | +299.5% | -290.0% | +7.7% |
| 3Y | -3.7% | +42.9% | -46.6% | -5.1% |
| 5Y | +22.6% | -65.0% | +87.6% | +21.2% |
| 10Y | +17.7% | +10.3% | +7.4% | +16.2% |
| All | +187.9% | -91.6% | +279.5% | +180.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling