-34.6%
ELAN vs IOVA
-38.7%
+4.1%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.4% | -1.4% |
| 7D | -4.6% | -2.2% | -2.4% | -4.4% |
| 30D | +5.7% | +31.7% | -26.0% | +2.3% |
| 3M | -3.9% | +117.3% | -121.1% | -13.7% |
| 6M | -1.6% | +55.8% | -57.5% | -9.0% |
| YTD | +4.1% | +208.8% | -204.7% | -12.1% |
| 1Y | +25.5% | +255.7% | -230.2% | +3.1% |
| 3Y | +103.2% | +41.7% | +61.5% | +66.9% |
| 5Y | -29.8% | -64.9% | +35.1% | -37.8% |
| All | -34.6% | -38.7% | +4.1% | -48.8% |
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