+3.2%
EL vs IOVA
+85.3%
-82.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.9% | -1.6% | +1.9% |
| 7D | +0.8% | -5.2% | +5.9% | +1.2% |
| 30D | +16.5% | -37.8% | +54.3% | +20.3% |
| 3M | +29.2% | +29.5% | -0.3% | +23.4% |
| 6M | +27.9% | +96.6% | -68.7% | +15.4% |
| YTD | +6.2% | +194.5% | -188.3% | -9.0% |
| 1Y | +27.2% | +248.1% | -220.9% | +6.7% |
| 3Y | +3.2% | +86.1% | -82.9% | -28.0% |
| All | +3.2% | +85.3% | -82.0% | -28.0% |
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