-6.3%
ELV vs IOVA
+45.5%
-51.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.3% | -1.3% |
| 7D | -0.3% | +5.1% | -5.3% | -0.4% |
| 30D | +2.0% | +37.2% | -35.3% | +1.1% |
| 3M | -3.5% | +117.5% | -121.0% | -5.6% |
| 6M | +40.2% | +69.6% | -29.4% | +37.7% |
| YTD | +15.8% | +218.7% | -202.8% | +11.0% |
| 1Y | +33.2% | +265.5% | -232.4% | +26.5% |
| All | -6.3% | +45.5% | -51.8% | -11.1% |
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