+279.1%
EL vs IOVA
-91.6%
+370.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.0% | +1.9% | +2.9% |
| 7D | +0.8% | +9.7% | -8.9% | +0.6% |
| 30D | +19.8% | +102.5% | -82.7% | +17.6% |
| 3M | +25.7% | +100.7% | -75.0% | +23.2% |
| 6M | +5.4% | +106.3% | -100.9% | +3.1% |
| YTD | +0.2% | +222.0% | -221.8% | -3.2% |
| 1Y | +20.4% | +299.5% | -279.1% | +15.5% |
| 3Y | -32.1% | +42.9% | -75.1% | -34.5% |
| 5Y | -67.2% | -65.0% | -2.2% | -68.0% |
| 10Y | +31.7% | +10.3% | +21.5% | +26.0% |
| All | +279.1% | -91.6% | +370.7% | +234.5% |
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