+64.9%
EL vs IOVA
+12.2%
+52.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.3% |
| 7D | +7.6% | -8.5% | +16.1% | +8.4% |
| 30D | +15.7% | -44.7% | +60.4% | +20.6% |
| 3M | +30.5% | +26.2% | +4.3% | +25.6% |
| 6M | +32.5% | +123.2% | -90.7% | +19.6% |
| YTD | +9.4% | +196.0% | -186.5% | -4.9% |
| 1Y | +28.4% | +240.9% | -212.6% | +9.8% |
| 3Y | +4.4% | +103.5% | -99.1% | -13.5% |
| 5Y | -64.5% | -65.5% | +1.0% | -68.0% |
| 10Y | +64.9% | +7.0% | +57.9% | +38.4% |
| All | +64.9% | +12.2% | +52.7% | +38.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling