+12.5%
ELAN vs IOVA
+362.8%
-350.3%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.5% | +4.5% | +3.0% |
| 7D | +11.7% | -41.3% | +53.0% | +12.9% |
| 30D | +12.4% | -38.5% | +51.0% | +13.4% |
| 3M | -1.1% | +99.5% | -100.7% | -5.3% |
| 6M | +12.4% | +126.0% | -113.5% | +5.2% |
| YTD | +11.8% | +218.7% | -206.8% | -0.1% |
| 1Y | +12.5% | +378.0% | -365.5% | -3.7% |
| All | +12.5% | +362.8% | -350.3% | -3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling