+23.4%
ELAN vs IOVA
+259.8%
-236.5%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.7% | -4.3% | +1.1% |
| 7D | -5.4% | -2.2% | -3.3% | -5.4% |
| 30D | +4.7% | +27.6% | -22.9% | +3.6% |
| 3M | -3.7% | +117.2% | -120.8% | -8.2% |
| 6M | -1.2% | +77.7% | -78.9% | -4.7% |
| YTD | +2.4% | +215.0% | -212.6% | -7.0% |
| 1Y | +23.4% | +255.4% | -232.0% | +12.5% |
| All | +23.4% | +259.8% | -236.5% | +12.5% |
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 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