-2.1%
ELV vs IOVA
+99.0%
-101.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.8% | -0.1% |
| 7D | +1.0% | -3.5% | +4.4% | +1.0% |
| 30D | +0.4% | -45.4% | +45.8% | +1.3% |
| 3M | +8.4% | +19.0% | -10.6% | +7.1% |
| 6M | +8.4% | +112.0% | -103.6% | +5.1% |
| YTD | +24.4% | +184.2% | -159.9% | +18.5% |
| 1Y | +33.5% | +222.0% | -188.5% | +26.4% |
| 3Y | -2.1% | +92.6% | -94.6% | -6.8% |
| All | -2.1% | +99.0% | -101.1% | -6.8% |
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 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