+94.1%
ELAN vs IOVA
+36.1%
+57.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.4% | +0.5% | -2.6% |
| 7D | -6.4% | -6.4% | 0.0% | -5.8% |
| 30D | +0.6% | +25.4% | -24.9% | -1.8% |
| 3M | 0.0% | +115.3% | -115.4% | -9.5% |
| 6M | -3.4% | +56.5% | -60.0% | -10.0% |
| YTD | +1.0% | +198.2% | -197.2% | -13.7% |
| 1Y | +24.7% | +242.0% | -217.3% | +3.7% |
| All | +94.1% | +36.1% | +57.9% | +48.0% |
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