+28.3%
EL vs IOVA
+4.5%
+23.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.1% | +0.2% | -2.6% |
| 7D | -2.4% | -2.2% | -0.1% | -2.2% |
| 30D | +13.7% | +31.7% | -18.1% | +10.8% |
| 3M | +14.5% | +117.3% | -102.8% | +5.4% |
| 6M | +7.4% | +55.8% | -48.4% | +1.2% |
| YTD | -4.7% | +208.8% | -213.5% | -16.1% |
| 1Y | +12.9% | +255.7% | -242.8% | -2.7% |
| 3Y | -32.2% | +41.7% | -73.9% | -41.6% |
| 5Y | -68.4% | -64.9% | -3.5% | -71.1% |
| 10Y | +28.3% | +6.3% | +21.9% | +8.2% |
| All | +28.3% | +4.5% | +23.8% | +8.2% |
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