-30.4%
ELAN vs IOVA
-62.2%
+31.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.7% | -4.3% | +0.7% |
| 7D | -5.4% | -2.2% | -3.3% | -5.2% |
| 30D | +4.7% | +27.6% | -22.9% | +1.6% |
| 3M | -3.7% | +117.2% | -120.8% | -14.0% |
| 6M | -1.2% | +77.7% | -78.9% | -10.4% |
| YTD | +2.4% | +215.0% | -212.6% | -14.7% |
| 1Y | +23.4% | +255.4% | -232.0% | -0.1% |
| 3Y | +96.7% | +42.6% | +54.1% | +57.0% |
| All | -30.4% | -62.2% | +31.8% | -41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling